I want to apply an Object Dock skin, but I can't import it to the themes. I tried to add it as a .zip and an xtreme file. I know there are 4 folders in the zip and I tried to import each one. Didn't work.
Just tried it here, and after importing the original zip file I have four new entries (all of them functional) in the 'Dock Themes' category of the Themes tab in Preferences: Midnight_Tab1, Midnight_Tile1a, Midnight_Tile2a and Midnight_Zoom1.
I think the issue here is that you are expecting OD themes to be available under the 'Winstep Themes' category. As the name implies, that category will only show native Winstep Themes, which have (should have) skins for all Winstep objects (Shelves, docks, desktop modules, NextSTART menus and taskbar, etc...) and take advantage of all the Winstep skinning options.
3rd party dock themes only have skins for docks, therefore they only appear under the 'Dock Themes' category of the Themes tab in Preferences (or in the Themes tab of a Dock Properties dialog).
If you open Preferences, go to the Themes tab and then change the category from 'Winstep Themes' to 'Dock Themes' you should find the Midnight entries I mentioned above there. Again, 3rd party themes (ObjectDock, RocketDock, RKLauncher, etc...) only apply to docks.
This short 'How to install themes' tutorial will explain things further, especially the 'Applying 3rd party dock themes on Nexus Ultimate and Winstep Xtreme' section at the bottom.