Go to the cpanel of your domain name and upload the zip file of Word Press.Then use cpanel to unzip it.There should be a text file indicating how to install it if all the Wordpress files are ther.
Alternately, if you only have the theme files and not the WordPress core files ,go to the cpanel Fantastico option and let it install Word Press for you and follow the easy step instructions.Once installed ,use your browser to go the the new blog address.Use your new username and password you created ,using Fantastico, and log in.
You will now be in the Word Press Dashboard.Go ,on the left side, to Appearances/Themes/New Themes to search for a theme or to activate the theme you uploaded .Now you have a hitch.
Where is your theme?
Use your cpanel again to "Move your theme folder into the wp-content themes directory or Word Press can't see it in the dashboard.Once your theme is in the right directory and you refresh your dashboard, it should appear as an option theme to activate it.
Once activated you can make changes to the header,add your blog name and tagline via the dashboard Settings/General. After that click all the Settings options and see what is there.Don't add too many plug-ins to avoid site loading delays and plug-in conflicts.Do your research.