Windows 

    System-wide 

    As an Administrator, put the font in your C:\WINDOWS\Fonts folder (or something to that effect, depending on your system). NOTE: Make sure that you drag-and-drop it in, otherwise it will not be recognized.

    User-specfic

I'm not sure if this is possible.

 Linux 

    System-wide

Coming soon 

    User-specific

   Put the font in each ~/.fonts folder.

Additionally, if you use Nautilus,  you can go to fonts:/// and place the font in there, This does the same thing, although you can pretend it's fancier. 

    Recognizing new fonts 

You may have to log out and log back in for your system to realize new fonts exist. How to force this will come soon.

 Mac 

 Adobe has excellent instructions here, I've briefly reproduced them below.

    System-wide 

    If you want everyone to have access to the font, stick it in Library/Fonts. You have to do this as an administrator.

    Per-user

For each user that you want to have access to the font, stick it in their Users/<username>/Library/Fonts folder.