Using Winterboard is by far, THE easiest way, in my opinion.
as for installing themes, i reccomend downloading openssh from cydia, and also iPhone folders on your PC ( i reccomend this because I find it easier to use but there are also programs such as iPhone browser, winSCP ect... )
to add themes to winterboard via your pc ( for example if you download a theme from the download section or from somewhere else you have found )
go to My Computer > iPhone folders > *iPhone name* > Libary > themes and copy the theme to that folder, make sure you have unziped it first and there and no folders that are unneccisary ( example - *theme name* > *theme name* > all the theme files