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Did you upload it to your site (placing it in the themes directory)?
You can then select it in the admin preferences.
If you want to add content to your first page, you should activate some blocks or declare amodule for the home page (also in preferences).
Other content is supplied by adding articles in eg the News module.
If you want to adapt a theme or its associated templates, then you need to edit the files in your theme directory manually. But for a beginning user there are a lot of themes to choose from in the
Themes Gallery.
