So this is what you do when you've created a theme roller styling that you like and want to copy to another (or all your other) apps.
What I typically do is created a style in one app. When it's all finished and approved by the customer and I've gathered all signatures - ;-) - then I run this command in the console of the browser.
Make sure your Theme roller is opened when you open your console of the browser!
As stated on the prompt, just copy that JSON file and go to the application where you want to import it.
Also there first open Theme Roller and then open the console of your browser.
Simply paste that line and hit enter.
Now your settings are loaded into the Theme Roller of your new app. Use Theme Roller (save as) to save your settings in the new app ...
This is APEX 5.0.1. In APEX 5.0 you have to make a small change to the text and add the "apex." in front when you have pasted it in the new app ...
Happy to share ...