I don't know about the themes. I would guess that reading throught the ~/.fluxbox files would give you a good clue as to where to put the untarred packages.
As for installing 0.9.10, I went with the proven method of:
A) Download the package from an official mirror (It's available in -current since Sept. 7)
B) installpkg fluxbox-0.9.10-i486-1.tgz
If you already had fluxbox installed, I would guess that "upgradepkg fluxbox-0.9.10-i486-1.tgz" would be the way to go. Can't beat them official packages! (Unless you like compiling your own of course
Also, you might want to check on the themes. A bunch were included when I installed.