Where is the ‘wp-content/themes’ directory?

Ok Im lost. I am a ‘newbie’ as of this afternoon! So bare with me. I’ll try to enclose as much info as possible to help you to help me! ;o)

I have downloaded a WordPress theme to my desktop. They say I just have to upload theme folder into my “wp-content/themes” directory.

1) Im new to Fetch
2) Im new to blogging

My blog site is connected to my website. Does anybody use Fetch (mac) who can assist me to change my default theme to a nice prity one? Anybody please!!!