1.  Extract the zip file which you've downloaded from Themeforest. You should receive "ATOZ" folder.
  2.  Connect to you server by FTP application then navigate to /wp-content/themes/.
  3.  Upload there the "ATOZ" folder which is extracted.
  4.  Login to your WordPress admin area and navigate to Appearance > Themes, hover over the ATOZ theme and the button Activate will appear, hit it. 

Your selected theme will immediately become active.