The procedure is pretty much like you do in Windows XP, but in Windows Vista, you can do it in many ways - and they are much easier.
Simplest way - Select and Right click on the Font(s) you want to install and select Install from the context menu that appear. Your font will be instaled if it is right for Windows Vista. But it will confirm your acceptance by asking you through user account control pop up window. Simply click on Continue, and you are done.
The other way - Open Control panel, swith to Classic View by clicking on Classic View button on the top left corner of Contrlo panel Window. Open Fonts folder and then right click on an empty space on its right pan where fonts are listed. Install New Fonts... context menu will appear. Clikc on it and then browse to Fonts folder for the fonts you want to install and click Install button after selecting from the available fonts list, and you are done.