The Desktop Manager should have come with your device, inside the CD-ROM, so I suggest you install it first to your computer.
Ok so usually themes are downloadable in zip files. After downloading it, simply extract it to a folder which location you can remember. Open the Device Manager and connect your device to your computer, the software will then recognize your PIN. Click the Application Loader icon. Search the location of the theme files you extracted before and select the theme file and install. Check whether the theme has been installed by going to Options > Themes on your device.
Hope this helps.
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