Build a Website

I'd like to set up my Wordpress site so I am able to install and adjust custom themes acquired outside of the Wordpress theme collection. At this time, I have no "Install Theme" button to make this possible, and would appreciate some help in setting this up. I've tried doing this myself and I've tried contacting tech support, but they've been of no help. Ideally, I'd like someone to show me how this is done so I can set up new themes myself. My domain is registered with Wordpress but my host is Host Gator. There might be a disconnect between the host and Wordpress, a disconnect that I'd like to address. My ultimate goal is to purchase a directory theme from an external site and set it up and begin working on the content of my site, but I'd like to try doing that next step on my own before looking for further help. If I'm unsuccessful, this could translate into further work for the winning candidate.