If you dont see the themes option it is because you are using a WordPress.com hosted blog. As mentioned on the sales letter, you must have your own domain and hosting to use OptimizePress. The WordPress.com version of WordPress does not allow you to use your own themes.
We recommend setting up hosting (if you don’t already have it) with a company like Hostgator (they have packages from $5 a month). You will also require your own domain. If you already have one, you can use this with your hosting at hostgator. If you need a domain you can get one for around $10 from Namecheap
Once you have your hostgator account setup, you will be able to follow our tutorials on how to install wordpress with cpanel and then upload Optimizepress to your site