Our themes are all stand alone and require their own instance of WordPress to run, so they are not designed to be embedded into an existing theme. How we recommend those with existing sites use our themes is as you describe, and that is to install it in a subdirectory, e.g.
yourdomain.com <== Your existing site
yourdomain.com/classifieds <== Your ClassiPress installation
To take it a step further if you are looking to share the user database across these installations, you may also like to consider a
WordPress multisite setup.
We certainly have no problem if someone prefers to ask their pre-sales questions
via email, and we do in fact field many questions in this manner. The pre-sales forum allows people to post general questions, even anonymously and this is what some people prefer if they don't want to feel "committed" to buying our products by having made personal contact. All actual theme support however, is provided in the form of the AppThemes forums though.
If you're interested specifically in how the themes are installed, you're welcome to check out the "getting started" documentation for any of the themes from our
documentation page. Thanks :)