Many people find WordPress themes from the internet on a general search or via a specific theme site. When this is the case, you will need to upload and install the theme into WordPress to see it work.
Themes can often be customized via the widgets panel under appearance (in the wp dashboard). you may have specific theme options that now show up in your dashboard. Some theme companies have dozens or even possible a hundred differnt theme configurations from colors and modules that are visible and not.
If you do not like your theme and want to return to another, go back to Appearance > Themes and choose one of your previous themes to activate. As long as a theme isn't currently installed you can delete it from the system.