Installation of The X Pro theme is very easy. Its the same method that you follow for the installation of other Drupal 8 or 9 themes. This tutorial shows how to install The X Pro theme on a Drupal 8 or 9 website.
Video Tutorial
Install The-X-Pro theme using inbuilt uploader
Open the extracted folder theXpro-Drupal-Theme.
thexpro is the main theme folder. And thexpro.zip is the compressed file of the theme folder.
Use thexpro folder to install theme using FTP method. And use thexpro.zip file to install theme using Drupal uploader method.