I used to do that when I created themes. You just need to drop the folder (with theme-related files) into the directory that Winterboard stores/accesses themes from, and then respring your device (may not be necessary), then you should see the theme (Folder) now inside Winterboard on your iOS device. You'll have to find out what the directory is, as I have forgotten and don't feel like looking it up.
You can browse your iOS device's file system with iExplorer. There are versions for Mac and Windows.
Warning: Clueless tooling with your devices file system could force you to restore if you screw something up. You could even brick your device completely.