Most people dont know how to change Wordpress Theme. There is only some simple procedures to change Wordpress Theme.
To make new Theme, you have to go to Dashboard. There you can find Themes button in Appearence Section.
Inside that Themes section you can find a lot of Built-In Themes. Select an appropriate one and apply changes.
But for free users i think its not possible to upload or install new Theme. So to upload new theme you have to upgrade from your basic free account.
But you can upload Themes in Blogger. Like wise you can also update HTML in Blogger.
But there is no HTML editing option there in Wordpress.
Like wise ShoutBox, CBox, Oggix etc cannot be added in Wordpress.
Just you can select a Buit in Design / Theme.
Thank You.