PC
After downloading the zip file(s) use a zip utility such as WinZip to unzip the file(s). Then, click on the 'Start' button:

Then, go to 'Settings', then 'Control Panel' and double click on 'Fonts'.
Now, choose 'File' and 'Install New Font'.
Finally, remember where you unzipped the font(s) and go to that directory. Select the font(s) and choose 'OK'.

MAC
First, you need to download a PC to Mac Font Converter (Click here To Download).
Then download the PC fonts you wish to use. Note that most fonts are in ".zip" compressed format when you download them.

They will need to be decompressed before conversion, using either ZipIt 1.3.8 or Stuffit Expander.
They can be downloaded from http://www.macdownload.com and many Mac shareware sites.
After you have them decompressed, open the PC font(s) in the converter and change them to Mac fonts.

Once done, install them in your Mac's system by doing the following:
First, double-click the startup disk to open it (the startup disk icon is usually in the top-right corner of the desktop).
If your system has more than one disk, open the disk that contains the active System Folder. This is called the Startup Disk.

Second, drag the font you want to install to your closed 'System Folder' icon (not to an open 'System Folder' window). You will most likely get a message box that asks if you want to put the font in the 'Fonts' Folder, just click okay.

Then you will get a message that says this font will not be available to currently running applications until they have quit.
Finally, click okay and you're done. This will place the font in the 'Fonts' folder where it belongs.
Source: Cool Archive Free Clip Art and Fonts