This is what I had to do to be able to add another template to the dropdown in the Kunena configuration panel:

1. Download your site from your server to a copy on your local disk (hard disk, flash drive, etc)
2. Make sure that the \components\com_kunena\template folder is on your local disk
3. Make a copy of the default folder inside
4. Rename this to the name of your new template (avoid any spaces)
5. Download the new template for the Kunena forum

1. Download the Template package.
2. Open your FTP Connection and go to \components\com_kunena\template\
3. Extract the folder "Template Name" into this directory ^
4. If in the package the folder "lib" contains, extract the files in the directory \components\com_kunena\lib\