A BEdita frontend theme is a complete frontend application instance.
Frontend themes can be downloaded from this page (look the right part of the page). Choose a theme and download it. Choose the right version of theme (stable/unstable), according to BEdita version you are using.
Unzip/untar the downloaded theme archive file to /frontends directory.
Check Frontend Theme application folders permissions, just like for a cakephp application: tmp subfolders must be writable by server 'web' group (cache, logs, sessions, smarty, tests).
That's it! BEdita Frontend Theme should be available for your local Web server, at an url like:
http://localhost/#BEDITA_BASE_URL#/frontends/#THEME_NAME#