For example purposes, i will use dafont.com to show you how to download and install the fonts.
OK, so ive looked around the site and i've found a cool font called Vintage (for example). I click on the font which gives me more details on the font. On the right of the page is the download link. This will download a .zip file. Save it to your documents somewhere.
Now go to the folder where you just saved it. You now need to extract the font file from it. To do this simply right click on the .zip file and select 'extract all..' click next, then select somewhere to save the font.
OK, now go the font file you just extracted. Right click and copy it.
Now go to:
Start > Control Panel > Fonts
You should see all the fonts currently installed on your computer. Right click in a space and paste the font. The font will then install itself on your computer.
That's all, now go to your image editing software and when typing text you will be able to select the font you just installed!
(NOTE: you may need to restart some image programs before the font displays)