Free forum hosts, like the one you are using, do not allow administrators to access the files on the forum's server. Therefore, you will not be able to install styles that you download from the Styles Database on your free hosted forum. This is one of the many drawbacks of using a free forum hosting service to host your forum as opposed to getting some server space of your own and installing phpBB manually. In fact, it's one of the reasons why phpBB.com offers only limited support
for phpBB forums hosted using free forum hosts.