How to install new font on OS X?
A third option would be to open the files (for all typefaces), and click the Install Font button in the window, which copies the font files to ~/Library/Fonts/.
I usually just move the files manually because I keep each font in their own folder.
You can use the application Font Book which is part of your default OS install in your applications folder.
Open is up, hit the menus, and check out File > Add Fonts then navigate to the files in question.