George In your home directory you need to make a ".themes" folder and move the theme folder there. Make sure that when you click into the theme folder it's not another single folder.
ex: "Flat-Remix" -> "Flat-Remix 1.0"
You want to click into the folder and see the various files and folders for the theme.
Copy that into ".themes" then open budgie settings and you should be able to swap!
It's the same for icons as well.
