The Headway theme for WordPress is a revolutionary theme that gives users unparallel flexibility for their WordPress site. It is the only theme you will ever need because you can create just about any type of WordPress site you want.
I have seen some people have troubles installing this theme. In my opinion and experience (I have installed dozens of Headway themes) the easiest and most foolproof way is to use the WordPress built in theme uploader.
Once you have downloaded your version of Headway and have the zip file, log into your WordPress site. Once you are logged in you will be looking at the WordPress dashboard.
Using the dashboard, navigate to appearance and click on add new themes. That will open up your Install Themes interface. Click on the small upload link near top of page (under Install Themes heading). Once you click on that you will be able to use a form to browse your computer. Find the Headway.zip file and then click install now.
Simple as that, your Headway is installed. Barring any weird occurrences you can now just click activate and begin designing your site!
Conversely, if this method does not work for you, you can upload via FTP. You will need an FTP client and access to your sites FTP details.
First off unzip the Headway file. Usually you can just double click on the Zip file to accomplish this. Once that is done you will have a Headway folder.
Now open the ftp and navigate to your site. Find the wp-content folder and open it. You will see a themes folder. Open the themes folder and drag and drop the Headway folder into it. It will take awhile to upload the folder since there are a lot of files. Do not close the FTP too early! Make sure the folder finishes uploading completely.
When that is done, enter your WordPress dashboard. Navigate to Appearance-> Themes and you will be able to activate your new Headway installation!
Enjoy the complete control over your site!