Kind of a lengthy process to discuss however here's a FAQ that should be useful to you.
I'm guessing you're new to this so I would suggest you use iPhone Explorer since it's a lot easier to use than Cyberduck. Both accomplish the same thing however, with IE, all you need to do is connect your phone to your computer/laptop and that's it.
You'll start off in the root section of your phone and, from there, you can access the var/stash/themes folder and dump your files in there.