The fonts you download off this site are compressed using the Zip format,
this is a common compression format used on the Internet, Windows XP and
MacOS X include native support for .zip files so you don't need any
additional software to open these archives.
Otherwise, if you're using an older version of Windows you need a program capable of uncompressing these "zipped" files in order to open the archives, there are various free utilities for doing this such as CAM UnZip and ZipCentral, one of the best utilities for Windows is WinZip, which is shareware.
Once you're able to unzip files follow the instructions below.
Installing TrueType fonts under Windows
1. Open the zip file containing the fonts you wish to install.
2. Click on start > settings > then the control panel icon.
3. Double-click on the "Fonts" icon.
4. You can now drag the font files you wish to install directly from WinZip itself into the font folder, you can also drag fonts from anyother folder.
5. The newly installed fonts are immediately available for all application programs.