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In order to install a new VirtueMart theme you should upload its folder including all the files in the components/com_virtuemart/themes directory.
You can check our FTP tutorial for more details on how to upload files here.
Then you should navigate to your Joomla administrator area -> Components -> VirtueMart -> Configuration ->Templates and pick the new theme from the Select the theme for your Shop drop down menu.
Save the changes.