If you install your theme from the WordPress theme installer and get the message “Are you sure you want to do this?”, then it means that your web server is configured with low PHP settings. Those low settings only allow a certain size ZIP file to be uploaded via WP admin.
Most companies configure their server to have the maximum file upload size limit at 8-10 MB. The Superhero size theme is about 34 MB, including the demo content and the plugins. This means that the web server is rejecting the upload due to its size. WordPress is giving an ambiguous response.