ahhhh man... You're about to get mobbed to death for not doing any research by some folks on here...
its all good though...
When you flash something to your phone all you are doing is basically "unzipping" a file onto it. Much like you unzip files onto your computer using winrar or whatever.
In order to flash a rom to your phone you first have to gain full root. If you haven't done this yet you can do so by going to the development section of this forum and searching for simple root. this will give you full root access and the ability to "flash" roms, themes, etc.
Once you have rooted your phone, NOW you can finally flash a rom.
Flashing is super easy.
Put the file of the rom you want on the root of your sd card (not in any folders or anything)
Then power off your phone.
Power it back on by holding the power and VOLUME DOWN button at the same time. This will bring up a recovery screen. On this screen go to "install zip from sd card" AKA "Flash"
Once you go there, look for the rom you just installed on your sd card and press it. It will start FLASHING it to your phone. then you just reboot and your all sit..
P.S You seem to be really new to this, so before you do anything research What rooting your phone is. How to do it. ETC. Just get your feet wet a bit before you dive in.
Flashing roms and themes and all that junk is really easy once you get the hang of it.
If you need any help P.M me.