For the site you downloaded is the whole wordpress site or only theme
If its whole wordpress folder having folder wp-admin , wp-include you need to use the same database given because that already have all the setup .
Just upload the files create database
import the given database after changing the url to new domain if you find the old url in database.
Change the wp-config.php file credentials of database and your site will tun accordingly
On the other way if you have theme then ready the theme documentation and place the files in your theme folder or you can directly install that from the dashboard appearance theme options .
Or import the xml files given by the author to get all the theme setting and content.
Thanks