Very Beginner. Need Help Finding My Workspace and Using a Free Template

I have read the Codex and plenty of instructions, but I just having the hardest time figuring out this system. I don’t want to give up! Help is appreciated. I found a free template in the WP directory and I clicked “Download” it is in a zip file on my desktop (mac) and I don’t know how to get that template to my work area. Suggestions?
Nancy