Changing theme with filezila

Hello world,

first of all i apologize if this was a subject before, but i tried to search first and havent found it. Secondly, most of you will find this easy, but to me it is not, as i am blonde and will do this for the first time.:D So please, give me some credit..
Ok, the question is: I want to change my wordpress theme, and i have to do it over Filezilla. Can someone be so kind to pass some link where i can find step by step guide.. as i have no clue what should i do. I have webpage prepared on my localhost and now, I want to change old for new one with filezilla. Also should i upload new database as well or it is not necessary.. ? Or any other (easiest) way, suggestion, is more than welcome. Help please ??

Thank you in advance
Nini