Whether you use Font Book on Mac or the Windows Font Manager, just double click on your exported font file and press Install Font (or use your favorite font manager).
The font file will now automatically be copied and installed in your system font folder:
On macOS:
Users/USERNAME/Library/Fonts
On Windows:
C:\Windows\Fonts
Just load your favorite app and your font will show up ;)
Updating an existing font with a new typeface design?
Check this article to make sure the newer version shows up in your apps (by avoid font caching issues): https://support.fontself.com/en/articles/5973429-my-font-is-not-showing-recent-changes