The first thing you need to know is that how you go about it very much depends on your computer - it's different for a Mac than a PC, and it will also vary according to what version of Windows you are running. You might also not be too familiar with zipped files, so I will cover that briefly too.
What to do with zipped fonts
The majority of websites provide font files in .zip form. You absolutely must unzip these files before they can be installed. To do this, right click on the file and select "Extract All...".
You will then need to go into the folder with the extracted files and look for the true type font(s), which have the extension .ttf, and install them in your fonts folder.
How to install font on a PC
Windows 8/ Windows 7/ Vista
Installing fonts on newer versions of Windows is simple. Right click on the .tff file and select "Install".
Installing fonts under any version of Windows
If you are running an older version of Windows then installing fonts takes slightly more effort. First of all, you need to know where your computer's font folder is. Common routes for opening the folder are:
Start Menu>Control Panel>Appearance and Themes>Fonts
Control Panel>All Control Panel Items>Fonts
If none of the above seem to apply to your computer run a search for "fonts" on your computer and that will either bring up the location or automatically open the folder for you.
To move the .ttf file to the fonts folder you can either left click on it and drag it into the 'Fonts' folder, or just cut and paste it. This is done by right clicking on the .ttf file and selecting "cut" then right clicking in the 'Fonts' folder and selecting "paste".
How to install a font under Mac OS
On a Mac, fonts need to be dragged and dropped into the 'Fonts' folder. This can be found under:
Or, if you only want the font to be available to a specific user, then follow the path:
You can also install fonts via Font Book.