Importing a theme/style

First off, let me say I'm blown away by Xenforo. The ease of use reminds me of when I first got into web development 10 years ago with Wordpress. Members and staff have been more than accommodating for any questions or concerns before I even purchased the software, even @Brogan ;)

My question: when importing a theme, you import the entire zip file, correct? I attempted this with two pixel exit themes and they failed to load .xml properly. Forgive my ignorance if there's an easy fix!!