Unzip and upload it to \wp-content\plugins\. Or you can go to the admin panel:
Plugins –> Add New
Type “all-in-one cufon” into the search field.
Install.
First you have to generate JavaScript file of your .otf, .ttf etc. font file. To generate this you have to go the Cufon generator.
Make sure the EULA of the font permits web embedding.
Create a folder called /cufon-fonts/ in the wp-content/plugins/ directory, where you need to upload your generated font .js files.
When you’re done, just go the admin panel: Settings–>All-In-One Cufon
There you will instantly see fonts that were detected in your \wp-content\plugins\cufon-fonts\ folder.