If you've downloaded a ready-made theme from somewhere (such as our Marketplace), you need to install it in order to use it.
Most themes are made up of a single file ending in .xml. If the theme you are installing is more complex and has other files, follow the instructions provided by the developer.
In the AdminCP, navigate to Customization -> Themes. Click the Add Theme button, and then the Upload Theme tab. Select the xml file for your theme from your computer.
Click Next, and after a second or two the IPS Community Suite will finish installing the theme and return you to the theme list. That's it! Your theme is installed and ready to use.