Just as you would install plugins, installing themes to Omeka is very similar. Omeka has a few themes installed automatically that you have access to. But there are more themes available at http://omeka.org/add-ons/themes/. There is no automatic installer so you would need to upload the theme to the file manager.
Start by finding the the theme you'd like to install. Download the theme by clicking on the red button.
The file should be in .zip format.
Then open your file manager in cPanel.
After, you'll go to the your specific omeka install. Click on themes.
You can click and drag the .zip file into the window or you can click select file.
Once your file is uploaded to the themes folder you need to go in and extract the files from the .zip folder. Click on the theme file you just uploaded then click on extract.
You'll need to confirm that you want to extract the files. Click extract files.
Once the theme is extracted you can delete the .zip file and the theme will now be available for activation within your Omeka administration interface.