How do I add a WordPress theme and what$5&* is a FTP?

I’m hoping someone can spare a moment and help.

I’m new to wordpress and am trying to install a new theme to my site. My computer
is a Mac, and all the WordPress docs say is to add the downloaded file to your wordpress theme directory.

But where is the directory, and what is an FTP server? What is the simplet way to add the theme.

Cheers. Ami