First, you need to start by using the SEARCH feature of this forum. There are a plethera of threads and various methods to install themes.
It really depends on your personal level of computer savvy, whether you have Linux accesss or not, and what you know about file management and navigation.
But, from one thing you mentioned, I think you have a longer path to travel, and that is if you cant/dont know how to open a zip file, you really need to start there.
The zip file is an archive of the images and other files you need to change things on your PRE. You DO need to open that up, and set it up in a findable location, depending on who you downloaded them from.
To add themes , at this time, until we have a theme app, you need to copy a set of files from your computer to your PRE. You can accomplish this via the SEND/RECEIVE files tools in QuickInstall, but its not like an app that you just Install.
Then you have to undertand that you are taking newly created files, and replacing them on your phone with the ones that came with it. Unless you make copies first, you wont have any way to UNDO that, after you change the files. And that really goes back to the whole idea of understanding files and file management.
Sorry I really cant give you a better step by step, but there are theories and ideas you need to explore and understand first.
Its a learning process, so let the games begin.