WordPress.com/ww.wp.xz.cn – I have a theme- please assist

So I have a host – siteground.org – I have a domain that I purchased through wordpress.com – I found a theme I like called nanoshoplight. I want to install that theme. however, on wordpress.com you can’t install this theme(something i’ve learned) – everyone says you have to have a ww.wp.xz.cn site.
I have downloaded nanshoplight – uploaded the files to my host – but I have no idea how to make my wordpress.com site a ww.wp.xz.cn site. that probably doesn’t even make sense to people who know about this. whenever I log into my wordpress through my host – I do NOT have the option to “add Theme” or “add new” through the control panel. it’s just the reg WordPress.com themes.
I am fairly competent with websites, and pages and ftp and such, but this wordpress thing is freakin mind-boggling.
All I want is to have my host direct my domain to my nanoshoplight theme. And I can’t figure out how to do that.
I appreciate your knowledge – I apologize for this ridiculous inquiry – and I will supply any info you need to help me get to where i’m trying to go. Please ask questions – I appreciate your support.
thanks
J