On most modern day computers, installing fonts is a very easy process. Below, you will find a rapid overview of the steps to complete on each system, for futher information you can consult the specific pages made by each developer.
For Microsoft (Windows 7, 8 & Vista)
On your Desktop > Select the font > Right click > Install
For Microsoft (Older versions)
Select the Start Menu > Control Panel > Appearance & Themes > Fonts
For Macintosh (Mac)
On your Desktop > Select the font > Double click
When asked by FontBook > Click on Install
For further information, please consult your computer's system operator, the main ones are featured below:
For Microsoft (PC)
http://support.microsoft.com/kb/314960
For Macintosh (Mac)