Drupal comes installed with a standard theme, and similar to contributed drupal modules, there are lots of contributed drupal themes available for you to choose for your drupal website
Before installing a contributed theme, be sure the theme is compatible for your current drupal version, some theme that was design to work for older version of drupal may not include the features in newer drupal versions. Read through the theme release notes (usually is named INSTALL.txt and/or README.txt in the compressed file) and test installing it in a test site before applying to your live drupal web site.
Drupal theme installation involves three steps :-
* download the desired theme compress file.
* extract the compress file and copy the extracted folder in to sites/all/themes (***see note below) folder in your drupal website.
* Login to your drupal administer screen administer > site building > themes and enable the theme
NOTE: contributed theme should be placed in sites/all/themes instead of /theme/ folder in your drupal website, /theme/ is reserved for drupal core theme.