Modifying Themes

Now, related issue, trying to install new theme. I understand the process, downloaded and extracted the file for theme that looked like I might like it. The issue is in the instructions it says to put resulting folder in the following file
" C:\Users\ user \.themes "
So, I don’t have such a folder. A guick Google search says it is here
C:\Users\yourusername\AppData\Local\Microsoft\Windows\Themes
installing there does nothing. so do I create the .themes folder in my user file? Or am I too far lost to help?