After downloading the zip file, unzip it to a "easy to find folder" where you will be able to easily retrieve it. Enter your control panel (either through the start menu-settings, or by my computer). enter the fonts folder located in control panel and go to the file menu. Click on "install new fonts". Use the drive and folder browser in the bottom left of the window to locate the criminal font. Highlight (or click "select all" button) it and click OK. The font is now installed and will be viewed on any page which uses it.
P.S. The font was copied into the "fonts" folder in control panel, so no need to hang on to the zip file or the font files in your "easy to find" folder =-)!