You can downlod the themes from various sources like deviant art, xfce-look and many other websites. Once you download the themes, extract it into a folder and follow one of these methods to install the themes.
Method 1: Thunar superuser for Installing themes
Type the following command in terminal.
sudo thunar
cd ./themes
or you can manually browse to the themes folder, if it is not present you can create it. Now you can install the theme by copy pasting in these folders or simply use the following command.
tar xzvpf yourtheme.tar.gz
Method 2
You can download the theme to your home directory.Type the following in terminal.
tar xzvpf yourtheme.tar.gz
Now copy your extracted theme to the themes folder. Type these commands.
cp /yourtheme/ /.themes
If you want themes to be available to all the users then you can copy the themes to /usr/share/themes folder.
You can now change the themes from xfce settings manager.