The download comes in a zip file. Just double click on this file in your downloads folder. It will open (unzip) and you will see the basic folder. This folder contains the OTF font file. Other font files are inlcuded for web use but the OTF is what you need for use on your computer. Double click on the OTF file and it will automaticautomatically open your fontbook (mac) or Character Map (PC). The will then finish the install for you. Once this is done, the font will show up in the font menu of any software that types on your computer.
( you can select multiple fonts together to install all at once )