Translation/localization of WordPress

I am a beginner in WP. I would just like to know how to translate user interface in my native language. I know CSS and HTML well, but I have no experinece with PHP.
I downloaded a theme (nickznick orange), and it has *.pot file, with the explanation that *.po and *mi file should be deleted and pot modified. I know how to modify the *.pot file, but I do not know how to generate *.po and *.mo files.
One more question: does this refer to all themes, or onlz this one?
thanx in advance. I hope that you will have patience with all questions I am adbout to ask, because I am a newbie (and a woman, not blond, though)!