Where do I find my wp-content/themes directory?

In your WP install.

How do I upload the theme folder into my wp-content/themes directory

Place the zipped file in your www/contents/themes directory.

Unzip the file (after you placed it in your directory.)

If all goes correctly, the unzipping will create a subdirectory of your new theme and move all the files to it.

OK, how did you upload the WP files? Didn’t you use a FTP client?
For the best results you need a ftp client.
If you don’t have one, follow the link above.
Another, more painful option is to use your site admin interface (cPanel, plesk etc.) and create a folder for the new theme and upload every file there.