The easiest and the most widely-used method is to do that via your WordPress dashboard. You can log into it usually via http://myanydomain.com/wp-admin nd login and you can choose available existing theme or you can upload your own choice of theme.
Choosing existing theme
1. Navigate to the Appearance menu on the left side >> Themes:
2. On the next page, you can manage your installed themes or install a new one. If you are going to install a theme, you hit Add New button:
3. You will see the list of the themes available for installation. It is possible to do the following:
Select Featured, Popular, Latest or Favorites ones to install
Use the built-in Search if you need to find a certain them
Set certain filters by clicking on Feature Filter
4. After Feature Filter is selected, you will be able to narrow down your theme search by checking the necessary parameters.
You can search by Layout (1), Features (2) and Subject (3). Once selected, click on Apply Filters:
5. When the list of the themes you search for is displayed, you will be able to preview the one you like. To set it up, click on the Install button:
6. As soon as the setup is finished, you can activate the theme at once by clicking Activate:
7. After that, you may start customizing it depending on your needs:
Uploading your own theme
If you have a theme saved on your PC, you can easily upload it into the WordPress Dashboard following the next steps.
1. Go to the WordPress Dashboard >> Appearance >> Themes >> Add New.
2. Click the Upload Theme button pictured below.
3. After clicking on Upload Theme you will be able to Browse files on your device and choose the theme file.
Keep in mind that it is only possible to upload .zip files.
4. As soon as the theme is chosen, you can Install it.
5. If there are no issues during the installation, you will get a message saying the theme was installed successfully.
You can Live Preview the theme, Activate it right away or Return to Themes Page.