I did exactly this:
Adding New Themes using the Administration Panel
You can download Themes directly to your blog by using the Add New Themes option in the Appearance sub-menu.
Log in to the WordPress Administration Panel.
Select the Appearance panel, then Themes.
Select Install Themes
Use the sub-menu or the Search or Filter options to locate a Theme you would like to use.
Click on the Preview link to preview the Theme or the Install link to upload the Theme to your blog.
Use the Upload link in the top sub-menu to upload a zipped copy of a Theme that you have previously downloaded to your machine.
It shows under Themes. It indicates it is the current theme. But it doesn’t show.