Here is a mini tutorial I wrote on working with ObjectDock.

It should give you a better understanding of the file structure, and therefore an idea of where the files need to be.

For a theme, you should have at least the following:

1 - Images for icons on dock

2 - Background for the dock

3 - a theme ".ini" file which tells ObjectDock how to apply the parts of the theme.

If there are any docklets used, they should either be ones that are already prepackaged in ObjectDock, or included in the downloaded file to install.

The tutorial will explain where files go.