It sounds like you've already got a web site developed and want to upload it to your server. To do so you need to use an FTP client like
Filezilla (free), and follow the instructions given by your hosting site to connect the mysite.com name to the uploaded files.
Regarding templates, if you're using program X to develop your site and the templates are for program Y, they're not going to work. Or, if you're downloading the correct templates for your program, you need to follow the program's instructions for installing new templates to get them to work correctly. These can usually be found in the Help menu for the program, in the User Guide that came with the program, or on the program developer's web site.