When you download a font it is usually a zip file. You can usually right click on the zip file and extract the files, this will create a folder with the font file you need and sometimes a read me file that will tell you all the legal stuff. Right click on the font file and select "Install font" this will install the font and you will be able to use it in whatever program you are using. If you have a program open when you install the font you will have to close the program and re-open it for the program to be able to use the font that you just installed.
Kurt