Hi Meny, I hope your new phone is trouble free.
In anaswer to your questions, Download your Themes to your Desktop in your computer.
Connect your phone via the USB cable to your computer. (Refer to my earlier Post about correct ways to connect and disconnect your phone to a computer).
If you have Windows Vista/W7/W8 OS on your computer, it should recognize and load the Drivers (ADB) and a message will appear on the phone screen saying USB connected.
Touch Turn on USB Storage on the phone screen to confirm you want to transfer files.
You can now transfer files to your phone - Right click on your Desktop Themes Download > Send to (your SD card is shown as Mobile Disc with an Alpha reference eg, F,G, or H.)
The Themes should be on the SD card after transfer.
Follow the procedure to disconnect correctly from the computer. Open Notifications panel (Top of phone screen) and Turn Off USB Storage. (you will need to close all Windows screens on your comp) and use the Icon in the lower Right of the Taskbar to Safely Disconnect.
You should have a File Manager App in your phone. I use Astro File Manager (Google Playstore) it's free and the file manager will enable you to Open Themes and send to phone screen.
I trust this helps you to get your new Themes showing on the phone screen. Merry Xmas. Neil.