Content copied from WordPress official page
Adding New Themes using the Administration Panels
You can download Themes directly to your blog by using the Add New Themes option in the Appearance sub-menu.
01. Log in to the WordPress Administration Panels.
02. Select the Appearance panel, then Themes.
03. Select Add New.
04. Either use the Search or Filter options to locate a Theme you would like to use.
05. Click on the Preview link to preview the Theme or the Install Now link to upload the Theme to your blog,
06. Or use the Upload link in the top links row to upload a zipped copy of a Theme that you have previously downloaded to your machine.