Hello Mohamed,
 
If you want to setup the theme with sample data you should setup quickstart package of the theme (it included theme files, modules, sql sample data, magento core and placeholder media images).
If you setup the theme manually into exists magento site, It just setup sample data of theme settings, module database and module settings. It dont import sample products, media files (images) – or you can upload folder media in quickstart package of the theme into webroot folder of your site.