Go to the Control Panel. There you will see a "Fonts" icon. Double-click on
the Fonts icon. In the Fonts window you can either click on "File" in the
menu bar or right-click anywhere in the window. Choose "Install New Font".
Then browse to where you have saved your new font, hightlight it and click
on the "Install" button. Make sure "Copy fonts to Fonts folder" is chosen if
you want your new font to be located where the others are (this is what you
want in most cases).
Tim