How can i install new wordpress theme?

i want to install new wordpress theam at my new hosted domain but i have unable to install all widgets so plz any body there tell me how can i do it.

You can upload through through FTP.then you can find it in themes to activate.

Have a read of the following page Using Themes « WordPress Codex

For installing any of wordpress theme to your blog or website make sure to download it from the web and than you have to use the FTP to upload those folder to the theme folder in the Wordpress. Once uploaded you will get the option of template which you can access from wordpress itself. This way you can change the required template in Wordpress blog.

Using FTP would be faster.

If you have a theme downloaded, there would be an instruction teaching you how to install and set up.

Using your FTP, you could upload the unzip folder to the wp-content/themes directory and activate the themes using your browser.
Or you can directly upload it using your wordpress admin dashboard but your have to at least 767 your file permission for your theme folder.

I can’t think of any reason why I would ever --7 any folder anytime. What’s the reason? Isn’t this a big security risk?

Unless you don’t trust the Wordpress CMS that much to not make some of your subdirectories free for public access especially if your blog need it to be accessible. So far, I only read security issues with wordpress blog due to their installed free templates and javascript.