I was trying to get all the cairo-themes locally. One because sometimes the internet connection is slow and second for the fun of it. So I did the first thing that can be done, to search the internet and find out how to do it. Could not find anything in the results and thus started to search how to to it. And here it is finally:
Get the list of themes here. Once this is done, simply go to http://themes.cairo-dock.org/<theme-name> and download the file. Once this is done you can untar it to /usr/share/cairo-dock/themes and you are done.