Install by downloading the theme and double clicking it.
Make sure you're running the latest pre-release (Updates tab in Alfred Preferences). Enable Window Blur in Appearance > Options - I set it to max.
Latest version on Github
Alfred Themes are imported via a URI scheme. So, when you click on the + Import Theme link, the Alfred2 Preferences window will open, asking you if you want to import the theme. There are no files to download, and, also, because of that, themes cannot be auto-updated.