Ok, so I dowloaded fonts... how the heck do I get them to work???

I went to dafont.com & downloaded a bunch of scripts, and now I cannot find them where I downloaded them to & I cannot open them in my wp programs..... did I miss a step, or am I just a hopeless computer spaz?

Go to your Windows folder and open it
-open the Fonts folder
-go to File and then click on Install New Font
-and window will open where you locate the font where you saved it and then click OK

Thank you!