Fonts are installed into the operating system, and once installed should be available to all programs.
How to install fonts
Windows
http://support.microsoft.com/kb/314960
http://desktoppub.about.com/cs/fixfonts/ht/install_fonts_w.htm
Mac
The simplest way is to drag fonts into the Library: Fonts: folder
http://support.apple.com/kb/HT2435
Fonts often come in rar or zip archives, they have to be extracted from the archive before being installed, use WinRAR or WinZip or 7-zip (Win) or Stuffit Expander or Archive Utility (Mac). Right click (Control-click on Mac) on the archive file and see if there are options under Open With…, Expand or Uncompress.
There are a few programs that have non-standard ways of using fonts, consult the owners manual for instructions for those programs.
Look for free fonts here
http://www.dafont.com/