Customizing Theme Template Issues

We just got a wordpress account, downloaded a theme from Graphic Paper Press and uploaded it via our ftp client.

WordPress acknowledges the theme but doesn’t allow us to customize the theme. The video tutorial on GPP shows how the theme folder pops up on the left hand menu of wordpress but when we tried it we did not see the theme folder or theme options to customize the theme (upload pictures, video, change colors or backgrounds, etc)

Furthermore we tried to use a WP default theme to see if the theme we had was faulty but the same thing happened. It isn’t the theme, what are we doing wrong?