You should have copied the ROM from your pc to the sd card. Did you do that? If you did, power off the phone, hold down the power button and the down volume button simultaneously until the hboot menu pops up, choose the recovery option to get to the Recovery menu, wipe data, cache, and dalvik, choose install from sd, find the ROM file and click on it. After it loads, reboot the phone and you should be all set. Keep in mind that sometimes after flashing a ROM it will stay on the Thunderbolt boot animation for quite awhile.
If you didn't copy the ROM to the sd card, you're going to need an sd card reader. Put your Bolt's sd card into it, put it into the pc, copy a ROM onto it, put it back into the Bolt, and follow the steps above.
Sent from my ASUS TF5000T.