Mac OS X
A. Just drag the fonts into "Macintosh HD/Library/Fonts" to install.
B. If you want to make the fonts only available to your own user account drag them to "your_username/Library/Fonts"
C. Use Apple's FontBook.
D. If you working in a Adobe software, drag them to "Library/Appplication Spport/Adobe/Fonts" to be able to use them diretcly.
Windows Vista/Windows XP/2000
Go to “Start” > “Control Panel” > “Fonts”. Click on “File” > “Install new fonts”, then find the fonts and click “OK” to install.