We cannot add themes at wordpress.COM. We are limited to the 145+ (and growing) themes found in the dashboard under appearance > themes. Themes found on the internet are for self-hosted wordpress blogs using the software from wordpress.ORG.
The difference between wordpress.com and wordpress.org sites.
If you have CSS editing experience, you can get the Custom Design upgrade, which will allow you to stylize the themes here, but it does not allow you to change the functionality. CSS is also themes specific so you cannot use the CSS from one theme with another theme. Before buying the upgrade, you can go to appearance > Custom Design and to the CSS tab and wordpress has provided a preview function where you can try out changes before you buy the upgrade.