If you're on the free DreamHost Apps, or went with the Easy One-Click installation, you don't have access to the themes directory. Only the Advanced One-Click installations are created in your home FTP directory.
I guess I should have read the poster name first; judging from your site, you have the Advanced installation. In that case, FTP in and they're in your home directory under example.com/wp-content/themes/
You should be installing a theme folder that has files such as header.php, style.css, etc. Sometimes themes come in a folder in a folder, and that messes things up. Just the folder with the theme files is what you should upload. See the other installed themes in that directory for what it should look like.