if your talking about themes for the XFCE-windowmanager (xfwm4), thats easy. Open thunar and use show hidden files. There should be a folder called .themes, if not make one. Now decompress your desired theme to this folder. So it should look like this /home/userName/.themes/themeName/xfwm4.
With that done you need to select the new theme. Go to the menu -> settings -> settings -> appearence. Then select your new installed theme.