Themes
You can install and select themes via the Appearance -> Themes option from the WordPress side menu.
Adding a New Theme
Go to Appearance -> Themes and then press the Add New button at the top of the screen.
You'll then be presented with a screen as follows:
Selecting a Theme
Once you've installed a theme you can activate it by going to Appearance -> Themes, hovering over the theme you want to activate and clicking the Activate button.
Customising a Theme
The customisation options will vary depending upon the particular theme so I can't really describe them here. Look through the various options and change things to your requirements.