You might have installed the main zip file you have received so you might have faced the issue. Actually, the theme is being shipped with 2 zip 1) blog-way-plus.zip and 2) blog-way-plus-child.zip along with other details such as Documentation, Licensing and Read Me file.
Please extract the main zip file and then open readme file, you will find step by step process to install the theme there.
Hope this helps.
Feel free to get in touch in case of other queries.