Installing theme

I bought the Aegaeus theme and followed the instructions for installing – through WP – it says to identify the .zip download folder and upload it. The only folder I was able to download is not a .zip folder. I am on a Mac and familiar with the handling of a zip folder. I have not downloaded a .zip file, clicked it to unpack, and are trying to upload the unpacked file. As soon as I click the file I have, it opens and WP won’t accept it. Where do I get the .zip file to install?