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Make sure to download from a reputable location, as font files are a classic virus-prone file. Save the file somewhere on your computer that will be easy to find, such as the desktop. To expand a .zip file, you simply have to double click on it. A .rar file will require an expander application, such as 7Zip or Winrar. This will open the Font Book where you can preview the font. You can also open the Font Book manually from the Applications folder. You can use the menu at the top of the window to see how the font will appear with various style changes, such as bold or italic. This will add it to your font list in documents and other programs. You can also install fonts by opening the Font Book, clicking File, and then selecting Add Font. You can then browse for the font file on your computer.

Summary:
Download the font of your choice. Expand or extract the file. Double-click on the font file. Click Install Font.