If you are talking about the demo here at WA, it is basically demonstrating the look on your site. If your site is empty, it won't show any. If you want your site to look like the demo version, you need to create your content and copy the demo itself. Quite a bit of work if the theme does not offer the option of installing the demo version for your site.

It is normal. The demo you see has stockphotos, dummy text and a preset layout. Once you choose a template it comes to you sort of empty. You will see that it has different editing options than the previous one you used. Once you go through the elements that your theme has, you will be able to add photos, change theme colors, fonts, and even the layout - just depends on you particular theme. I recommend downloading a visual editor or drag and drop for wordpress. It makes changing the appearance of your site much easier! But to get back to your question. Yes, it is normal, and yes you will be able to make it look like the demo. You just have to add/activate certain elements within the theme first.

Hope this was helpful!

Nicole