You have to download GO Launcher EX first. Install it and then choose your desired theme.

https://play.google.com/store/apps/details?id=com.gau.go.launcherex&feature=search_result

 

1 install go launcher ex.
2 after installing, tap the left soft key on the idle screen.
3 locate the theme icon.

the steps are not limited to the above. there are many ways in killing a cat.

 

aside from the launcher themes, most of the apps also have their own theme settings. just "explore", view their settings...

 

If your theme is a zip file meant for Galaxy Y, flash it using Recovery.

 

your question is not clear. are you referring to launcher themes? app themes? or the fw themes?

what is the format / file extension of the downloaded file?

use these steps if its launcher or app themes.
1. if its apk, then open/install it using your phone.
2. if zipped(compressed), unzip it and install.
3. if its not apk and not zipped, you probably have a wrong file or a format i may not know of.
4. if you dont know what im saying, then your doomed of having the same theme for the rest of your life, or get someone to do this very simple operation for you and pay a hundred bucks...

read my sig, this is very elementary