Ordinarily you would go to Settings > Appearance, locate the Themes line, and hit the Manage button, and then search for the theme you’d like to install.
However, I can’t find no Primary theme in there, so where have you found this, or heard of this theme?
If however, you do find a theme you like, you click on it, see more information about it, and if you want to test it out, you click the Install and use button.
(After the installation, you get a dropdown in the appearance settings where you can select which of the downloaded themes you want. )