Where do I put the colorscheme I just downloaded?

The colorscheme should be put in "~/.vim/colors". If those directories don't already exist, you will need to create them.

I'm using Vim in the terminal. How can I use my colorscheme outside of gvim?

There are few things to note here:
• Make sure you tell Vim how many colors your terminal supports. Just add this line to your .vimrc file in your home directory:

let &t_Co=256

Use 88 instead of 256 if that's what your terminal supports.

• Download and unzip this plugin into the ~/.vim directory. After that, you should be set.

How do I change my colorscheme?

Just type ":colorscheme <schemeName>" in Vim without the quotes. Tochange the default colorscheme, just add that line to your .vimrc file in your home directory.