Can't upload Zip folder to my dashboard or FTP client

I'm a newbie here and a Wordpress novice on a Mac.
I downloaded the Swift Theme. It appears in my downloads, but when I try to upload it to my Dashboard to install a new theme or through my FTP through GoDaddy, the file opens a bunch of folders like 404, admin, child themes etc.
Anyone had this problem or know what I'm doing wrong?

You are doing it correct.

Some of the files of SwiftPremium are organized in folders.

your directory structure should be like this

wp-content/themes/swiftPremium/
/admin
/images
/lang
/loops
/index.php
etc...