Im not on a computer at the moment that has desktop manager so I dont remember for sure. It has something to do with adding applications and loading a unzipped file. Maybe somebody else can give exact explanation. And you will need desktop manager installed to your computer
If you see a link called OTA (Over The Air), go to that page using the internet browser on your phone and click it. Your phone will download the theme directly and start the install. If you see DM (Desktop Manager), this one is typically a ZIP file containing a .cod & a .alx file. Put these files on your computer, open Desktop Manager, plug in your phone & use "Application loader" to get the theme on your phone.