If you're downloading from the WC browser the zips are saved in the browser 'download' folder.
You'll have to unzip them and drop the file into the SysMetrix Themes folder.
Make sure you get to the folder with the downloaded theme, some are inside a couple of secondary folders.
Just right-click on SysMetric and select SysMetric configuration and load the theme.
So far I think only a couple of the first skins have been a bit of a hassle.
Nifty little proggie.