Windows Vista: Select the font files (.ttf, .otf or .fon) and then Right-click | Install
Windows XP/2000/98: Copy and Paste the font files (.ttf, .otf or .fon) into Windows Fonts folder. Could be on C:\Windows\Fonts or C:\WINNT\Fonts
If don't want to install it but use it, just double-click on the .ttf file, and while the preview window is opened you can use it in most of the programs you'll launch.
Mac OS X 10.3 or above: Just Double-click fonts then click on Install font button at the bottom of the preview.
Any version of Mac OS X: Just Put the files into /Library/Fonts (for all users), or into /Users/Your_username/Library/Fonts (for you only).
Mac OS 9 or earlier: Drag fonts into the System folder. System will ask you to add them to the Fonts folder.

Just Copy and Paste fonts (.ttf or .otf) into fonts:/// in the File manager.
To use a new font with a software, it is necessary to relaunch the application to be able to use the new font.