"Are you sure you want to do this?"

I recently purchased the Enfold theme and downloaded the files from Themeforest.
When I try to upload and install the enfold.zip file (not all files) to my WordPress 4.5.3 I get a notice saying “Are you sure you want to do this?” and then gives me a clickable option saying “Please try again.” When I click the link it takes me back to the upload page. When I try the process again I get the same issue over and over.
I don’t have any plugins and I am working on a local host (wampserver)

What should I do?