The file you have download this is the theme package zip file. where include photolite-pro.zip, xml file and sql file so when you finish the download just extract the theme package and you just need to upload photolite-pro.zip in the WordPress. If you still have problem please send us the login details we will upload the theme on your WordPress. After theme installation you can find the options in Appearance >> Theme Options.
Please see the video tutorial for theme installation.