After you have downloaded the font you like, click: Start —> Control Panel—> Fonts and simply drag and drop the required font into the window that opens. You can also use the menu File—> Install font.
For Windows 7, to install a new font is still much easier: run the font file and press the button Install.
After that, the installed fonts will automatically appear in all programs that use them: MS Word, Adobe Photoshop, etc.
But you should not install too many fonts, as the load on the computer will increase and the system may slow down a bit.
