(They must be running a Windows 10 system, as well.) For them to apply this theme, they go to the Themes tab and select it. Once your colleague has the file for the theme, they simply double-click the file to import it into their system. (You can put it on a shared drive that your colleague can read, or just put it on the desktop so that you can easily mail it to him/her.) The file will have a ".deskthemepack" extension.
Windows prompts you for where you want the file saved.