If you are trying to install a theme's zip file, go to Administration > Appearance > Themes and press 'Add New'. You will see a screen showing you themes from WordPress.org's themes directory. You will need to press 'Upload Theme' then you will see the 'Browse' button, now select the theme's zip folder from your computer. Or go to http://seo-developer.com/wp-admin/theme-install.php?upload
Make sure your theme's zip file doesn't contain any other folders than the theme itself.
Alternatively, you can extract theme's zip file and upload the extracted folder via FTP inside of wp-content > themes directory.
The area under Tools > Import/Export is used to import/export content from WordPress or other supported platforms.