I don't use WinZip but most file decompression programs are very similar, so these instructions should work:
Download the zipped files to anywhere you like on your PC. (e.g. you can put them on your desktop or in any folder of your choice).
Double-click on one of the zipped files. This will open WinZip (or whatever other program your PC uses as the default software for 'unzipping' files). You should now see the name of the font file you require. (It will have a TTF file extension). Right-click on it and select 'extract'. You'll be asked to choose which folder you want to put the extracted file into. This should be C:\\WINDOWS\FONTS.
That's it. The next time you load Word (or any other program which uses the True Type fonts on your PC), you'll find that the new font is available for you to use.
Chris
(PS: Once you've extracted the font files, you can safely delete the zipped files from your PC).