Intense is just a plugin and doesn’t include a theme or themes. Intense includes a number of templates that will work along with your chosen theme, but does not include a theme itself.
In order to use the templates, you do not need to copy or move the “intense_templates” folder. The templates will work as they are in Intense. If you wish to modify the templates to your liking, you can copy the templates over to the theme you are using, then modify them. Once the templates are inside of your theme folder, those templates will be used before the ones in Intense.
If this doesn’t explain things well enough, please let me know.