in control panel theres fonts. open that and it'll open a regular explorer window with all installed fonts on your system.
Then go to file>install new font
There just go to the location where you have downloaded new fonts on the computer.
It'll show you the available fonts and then you can jus give select all and install. Thats it!
Some advice: if you have a load of fonts dont install them there cos it'll be a pain to sort thru them when in any program (like word/ photoshop etc) Just keep them in a folder and whenever you need to use a particular font just copy and paste that font in the fonts folder i mentioned above.
Also, i suggest you download a font manager program (just google or go to download.com and look for one) These programs let you preview all your fonts so you know which ones you need.
Ive got 7000 fonts and this is all that keeps me sane
Cheers!