Download the TTF/OTF files in a folder of your computer.
Go to Run (there are so many ways to bring to Run window. The easiest way is to press Windows Key + R button on your keyboard. Also you can go to Start -> Run icon and in Windows Vista, the Run option is in Start -> Programs -> Accessories -> Run)
Type "fonts" and click the OK button
Now from file menu, select File -> Install New Font
A window like this will appear. You can select the drive and then the folder where you saved the TTF files. Once you selected the folder all the font names will come on the List of fonts box. You can select all, or select only the fonts you want to install and click the Install button.
The font will be installed like this. In Windows Vista, you can just right click on the font file and select Install. Vista will install the fonts for you.
Apart from viewing, if you want to type in Bangla as well, we recommend Ekusheyr Shadhinota for Bangla input under Windows.
Note: Windows 95/98/ME doesn't have any Unicode layer. So you cannot use these fonts for typing there. Only Internet Explorer 5 of above will let you view Unicode Bangla web sites on those operating systems.
Visit this page to learn how you can install fonts in Linux & visit this page to set up your keyboard layout under Linux.