Once you have your font downloaded you will need to navigate to where your files are downloaded to usually the desktop is the default in most browsers. You may have to right click on the file and choose Extract because some fonts are downloaded in .zip files.
To get to the folder where you install the fonts you will want to go to Start > Control Panel. Then you will want to select Fonts. You should then be brought to a folder where all of your fonts are stored.
After you have the Fonts Folder opened all you need to do is either Copy and Paste or Drag and Drop the downloaded font file into the Fonts Folder. The font will then be installed onto your machine and can be used in any program that can write and use different fonts.