The link is a OTA. You use your Blackberry Storm's Browser and click on the link from your Blackberry to install.
Or you can copy the link and email it to your Blackberry and click on the link in your email.
Or you can download the ZIP file uncompress it to your Desktop. Then use your Desktop Manager (Blackberry Syncing Software that came with your Storm) to install the theme. When you open your Desktop Manager click on the Application Loader and load the theme from there.
Good Luck;)
JoeBerry9530