Changing themes in WordPress can be accomplished from the 'Appearance -> Themes' page.
Page content is courtesy of Wordpress.org.
The Appearance Themes Screen allows you to manage your Themes. That means you can install, preview, delete Themes, activate, and update Themes. Two tabs, Manage Themes (the default view) and Install Themes, can be clicked to provide access to each of those functions.
A WordPress Theme is a collection of files that work together to produce a graphical interface with an underlying unifying design for a website. These files are called template files. A Theme modifies the way the site is displayed, without modifying the underlying software.
Select this to make this theme the current theme.
Select this and you can preview how your blog will appear with this specific theme version.