There are several ways you can install a theme into your wiki.
If the style doesn’t use any graphics, you can just copy the contents of the .css file into a page on your wiki named “css”.
If images are used, you need to make them available somewhere and modify the style so that the image urls match.
You can make the .css file available together with the images somewhere on the web, and then use this line in your “css” page:
Make the .css file and images available on the web as in the previous example, and put the url in your config file, like this:
$StyleSheet = 'http://address-of-the-css-file';
It’s best to copy the style and use your own copy. Using the original URLs will result in stealing bandwidth from the original authors. And you never know when the server hosting the styles will go down or the author decides to change something.