This is done with the Import button on the Installer page. The themes are stored in the user's home directory at /.kde/share/apps/kthememgr/Themes/
Global themes currently have to be placed by hand into $KDEDIR/share/apps/kthememgr/Themes (replace $KDEDIR with the place where your KDE is installed, e.g. /usr/local/kde or /opt/kde).