I've stumbled into this question while searching for the same issue. 2 years have passed after this question was asked and in the meantime PyCharm has reached v. 5.0.3.
Unfortunately the GitHub link provided in the post above was not so illuminating, at least for me, so I started investigating on my own among PyCharm folders in Windows (mine is 7 Pro, bu I thik this applies also for other versions).
Here's what I discovered:
There's a particular place in user's folder, from where PyCharm gets information about themes: its location is:
To discover the exact path, just run a Command Prompt and type "set" to list environment variables; look for USERPROFILE value and you're done (usually it's *c:\users\UserName*)
WHAT DID I DO:
Download a theme from here: [http://color-themes.com/?view=index] (e.g. "Cobalt"), saved to a temporary folder
using any zip-compatible program, such as 7zip, WinZip or Total Commander (which really rocks :) ), unzip the .jar file in the config folder. Make sure you select to unzip recursive folders!
(re)Start PyCharm, and you should see your new theme applied. If not, go to Configuration (Alt-F7), Editor >> Colors & Fonts section and click Scheme Pull-down: the new them should be listed there.
Max - Italy