After you have selected a theme for your website, you will need to install it.
Head over to Appearance » Themes page in WordPress admin area and then click on the ‘Add New’ button on the top.
On the next page, you can search for a free theme from WordPress.org theme directory. If you already have your theme as a zip file, then click on the upload button to select the zip file and install it.
For more detailed instructions, see Lesson 11.