since i post about fonts so much I get a number of emails asking me how to install them on their computers. i have a mac so i can only help mac people out here, but this is how it's done.
if you have OS X and higher, you should be able to click on the font folder (that appears where your downloads go - mine is on my desktop), then click on the .ttf file within that folder and font book (which comes with OS X) should automatically open when you do that. when it opens it will show the font you just clicked on and then you just click on the "install font" button. and then close the font book. you should then be able to access it from any application when you are selecting fonts.