/styles/stylelename/*, for example there is the default style
/styles/prosilver/*. You should have
/styles/elegance/*. Looking at the download it has sub themes like elegance_aqua, those would also go in in the styles folder.
I would add that unzipping on the server can create problems in that in some cases the directory structure is not always maintained resulting in the files not being where they are expected to be. To be safe you should always unzip on your local machine and then upload the unzipped files to your server.