Neue Goth is a nice font style that allows you to quickly give a calligraphic, Gothic effect to any text project.
To install a font unzip the files you have downloaded, then put the font files (.ttf, .otf) into /Library/Fonts . Neue Goth font integrates quickly into your system and you can easily access the custom glyphs though any text editing application.
Mac OS X comes with pre installed font styles and Neue Goth will simply be added to your pre existent library. The process is managed through the Font Book application, where you can easily browse and preview your currently installed fonts.
To learn more about dealing with the Font Book application you can easily access the Apple support page HERE.
NOTE: Neue Goth font is free for personal use only.