If you are installing themes for the first time: you need to enable download support. To do this, open a new tab and enter "aboot:config" in the address bar, press Enter. At the "Search parameter by name" line, type "toolkit.legacyUserProfileCustomizations.stylesheets". Click the two arrow button. This will toggle the value of the parameter from "false" to "true".
Open a new tab and type "аbout:support", press Enter. Find the "Profile Directory" line. There will be a path to your home folder, and an "Open Directory" button. Click on it.
A new explorer window will open. Create a "chrome" folder if it's not in the directory.
Move the userChrome.css and userContent.css files in the downloaded archive to the "chrome" folder.