In order to add a new theme, you will want to log into your WordPress Dashboard - domain.com/wp-admin (Replace domain.com with your domain name)
Click on Appearance and select Themes. Once in the Themes section, you can then click Add New.
If you know the name of the theme you want, search for it in the Theme directory. If you don’t know your desired theme’s name, use the "Feature Filter" to narrow down your selection and click on "Apply Filter"
You can "Preview" to see a demo of the theme or "Install" the theme by clicking the Install button. Once installed, click the Activate link in order to change your theme to this new theme.