Hello..
Just follow the file structure in the upload file:
Files in the clientscript folder go to the clientscript folder on your webserver, and so on and so on.
Then when you've uploaded all the files, go to styles & templates in your admincp, then download/upload styles, then import the xml file from there.
I'd strongly advise backing up of all your files before doing anything, if you're not 100% sure on what you're doing... It's saved my neck a few times!