UPDATE: There is an easier way to install Gnome Shell themes. Use this method.
Before installing this Gnome Shell theme, you need to backup the default Gnome Shell theme. With the manual install method, you can only have one Gnome Shell theme at a time.
Open nautilus by pressing Alt + F2 and running:
Navigate to /usr/share/gnome-shell/ and copy the “theme” folder to a safe place. (This is necessary if you want to be able to revert back to the default Gnome Shell theme!)
Extract the downloaded theme and then extract the theme you wish to use. The theme has a few different versions. Rename the chosen theme’s “gnome-shell” folder to “theme”. Copy the newly renamed theme folder to /usr/share/gnome-shell/, merging and replacing with the theme folder already located there.
Press ALT + F2 and run “r” to restart GNOME Shell, and to apply the new theme.