In your download pack find themename.zip file. That is the file, that needs to be installed. You can install theme with wordpress admin panel or you can use FTP. For FTP you need to unzip the zip file and upload to wp-content > themes. Below is presented installation process. Follow steps to make installation in right way.
 
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Permalinks

Once you installed Industron theme you need to change permalinks structure to enable portfolio custom post type. To do that you need to go to your WordPress admin >> Settings >> Permalinks and change your permalinks to custom one: (/%category%/%postname%/). Do not forget to save changies.

 
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