How do I install this for use on my website? I've never included fonts before, outside of the Google Web Fonts API which just asks I stick a link tag in the tem

How do I install this for use on my website? I've never included fonts before, outside of the Google Web Fonts API which just asks I stick a link tag in the template. <link href='http://fonts.googleapis.com/css?family=Oxygen http://fonts.googleapis.com/css?family=Oxygen rel='stylesheet' type='text/css'>