Installing WordPress is just the easy part, after that you must configure your CMS to get every thing working correctly.
If you want to modify the theme you have downloaded, you should use a child theme in order that your modifications won't get deleted next time you will update the theme..
There's more information in the French version of the article, switch to French to get more.
There are two articles you might be interested in :
- localising / translating your WordPress web site
- Performances of your WordPress web sites
Happy surfing !