There are several options for customizing your Drupal site, ranging from simple to advanced. Once you have a theme, you will want to upload it to the server into your /sites/all/themes directory. From within the Drupal admin panel, you can see all of the themes you have uploaded to the server. You can enable or disable individual themes, and then set one of the themes as the default theme. Whichever theme is set as the default theme will be the one that is used when visitors view your website.
If you are a beginner, you will want to find a completed theme that fits your needs and install it. You can find many themes through the Drupal Themes Site which allows you to search or browse the many themes that have been uploaded to their database by the community. You can also purchase professionally designed themes from developers if you wish to.
Once you have uploaded a theme, you can then use the administration interface to modify some of the aspects like the colors, visible features, and other basic information. These changes do not require you to know any coding, you simply add, change, or remove things through the administration interface and refresh your page!
For intermediate users, you may want to consider taking an existing theme and tweaking it to better fit your needs. If you have CSS design knowledge, you can edit the code of the existing CSS files so that they mold into the theme you really want. Uploading your new versions of the CSS files to replace the theme's CSS files will cause your new layout to be visible when your visitors view your website.
If you want to claim a new theme as your own, you only need to change the .info file to reflect your own unique theme name. You can also make your own unique sub-theme of an existing theme. This only requires you to create a directory for your sub-theme and put a .info file in that directory which contains a line in it that points to the “parent” theme.
If you are an advanced designer and wish to create your own theme, you can start from scratch and build an entire theme to your own specifications. You can create your own template files which contain HTML or PHP code that generates pages the way that you like. If you do choose to design your own theme, you should share your work by contributing it to the Drupal community so that people just starting out can utilize your theme in their own site.
No matter how you do it, you will want to spend some time drawing out exactly how you want your website to look, and then look for themes that fulfill your needs. It is difficult with Drupal to start with a theme and then try to build your website around the theme. Once you have a master plan for your website, you will find basic themes that you can customize along the way to provide your website with all the glitz and attention it deserves!