First download the file by clicking on it. Your computer will ask you where to save the file, store it somewhere you can find it again, like in the Temp file or a download file, my documents, etc. This will store a zipped up version of the fonts.
Next you will need to unzip the file so that you can use the fonts. You will need a program to do this, if you don't already have a zip program, you can download a free version of WinZip, which is what was used to zip the file. Download and install this.
In your file manager, double click on the fontfile.zip, this will automatically start WinZip. Or you can enter the WinZip program and use it to OPEN fontfile. Next you will need to EXTRACT the contents of this file into a specific place. The font files need to be placed in the WINDOWS folder in the FONT file. Once there the fonts used on this site should be visible. Now these fonts will also be available for your use in your word processing programs.