I'm happy to help but I'm not too sure how far you've got.
If I've read your post correctly, so far you've managed to download the zip files and extract them. (If I've got this wrong, then you need to read the notes here:
http://www.momscorner4kids.com/fonts/fontshowto.htm )
When you say that you can 'open each one and look at the demonstration', I assume that got as far as having a file like, for example, hippie.ttf and that, when you double-click this file you see samples of the font at various sizes. If this is correct, you're almost there.
All you now need to do is to copy the ttf file into your fonts folder. Right-click on hippie.ttf (or whatever). Select copy. Navigate to C:\Windows\Fonts. Right-click within the window and select paste. (The alternative, of course, is simply to have the folder containg hippie.ttf open, as well as the Fonts folder, and just drag the file across). That's it - Done!
I hope this makes it clear but if I've misunderstood your progress so far (or if my instructions make as much sense as a speech by John Prescott) just post again and I'll try to sort things out for you.
Chris
PS: If you find viewing your available fonts is not as easy as it could be, I recommend this little program. It provides a button on your toolbar which you just click to view all available fonts. It's one of the most useful downloads I've ever come across:
http://www.tucows.com/preview/375023