Double-click the font file and click Install Font in the Font Book window.
If you need a for commercial work and want to stay 100% legal, open-source clones or similar typefaces are your best bet. Here are top alternatives that capture the Rothorn spirit: Rothorn Font Free Download
Don't let "free" cost you more in time, malware cleanup, or legal headaches. The elegance of the 1920s is a popular style—there are hundreds of legally safe fonts that look almost identical to Rothorn. Double-click the font file and click Install Font