Dowload the contributed modules and themes you need. They have to be compatible with your main version of Drupal. The main version is indicated by the first number. For instance, If you have installed Drupal 7.0, the main version is refered to as "7.x", and the modules compatible with it are numbered 7.x-a.b, where a and b are integers (Example: "7.x-3.7"). Versions called "7.x-a.b-dev" are versions in development. Don't worry: you can install and uninstall contributed modules and themes as soon as Drupal is installed, and later at any time.
If you got an error or a empty screen during the process, then modified something and want to try again, then you may need to clear your browser cache to check whether your new attempt is fruitful. For this,