First, check that you are online.
Second, click on Appearance > Themes on the left sidebar of your WordPress admin page.
Third, click on Add New to add the downloaded theme files.
Fourth, click on Upload Theme > Choose File, then select the .zip file you have of the theme
Fifth, click on Install Now
It will take a few moments to install.
If you see any additional notifications to install plugins or child (related) themes, go ahead and install them for a better experience.
Sixth, Activate your theme by clicking Activate after you hover over the Mesmerize theme on the Appearance > Themes screen
Seven, start customizing your Theme clicking Customize.
I hope I was of immense help.