Here's how you can install them in OS X Yosemite.
1. Download your fonts in .otf, .ttf, or .dfont formats.
2. Extract your downloaded fonts if they come in a compressed file.
3. Double-click on the font you want to install.
4. Click the Install Font button in the preview window.
5. You can browse all of your fonts in the Font Book. Use Spotlight to search for it, or click on Launchpad then click on Font Book. You can also access it by looking in Applications in the Finder.
Additional resources for OS X