After you've downloaded the fonts in their compressed format, you'll need to decompress them with a program like WinZip. Then you can install them. There are two ways to do this.
Method #1
Unzip the fonts directly to c:/windows/fonts (or c:/winnt/fonts).
Go to the windows control panel.
Double click the "fonts" icon.
The fonts window will open and should refresh to include the new fonts.
Your fonts are installed, and should be available for use in any application that uses fonts.
Method #2
Go to the windows control panel.
Double click the "fonts" icon.
Now the fonts window should be open and you should see all the fonts installed on your system.
Click on the "file" menu and select "install new fonts".
Now the "add fonts" window should be available.
Find the folder containing the fonts that you unzipped after downloading.
Now double click on the font you want installed.
Click on the ok button.
Your fonts are installed, and should be available for use in any application that uses fonts.