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Fonts aren't downloaded to InDesign. They are installed in your operating system (Macintosh or Windows). They are then available to all your applications, including InDesign CS6.
how are they installed into the operating system? OS X version 10.8.2
You can either install fonts manually, or with the Font Book utility (Applications > Font Book), or with a third-party font manager.
For beginners on the Mac, the Font Book utility is a good choice.
Usually, you'll install them in your Home folder. Here is a description from the Help Center (Finder > Help > Help Center):
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Choose Font Book > Preferences, and select an option from the Default Install Location pop-up menu:
User: The fonts are available only to you. They’re copied to a folder in your home folder (~/Library/Fonts/).
Computer: The fonts are available to any user on this Mac. They’re copied to a folder on the startup disk (/Library/Fonts/). You must enter an administrator’s password to install fonts here.
A user-defined library: The fonts are available only to you. A reference to them is stored in the library. If a font is on an external or network disk, it’s available only when the disk is attached.
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Since it sounds like you're a beginner, you might think of picking up a good book on using the Macintosh. A good choice are David Pogue's Missing Manual books. Since you're using Mountain Lion (Mac OS 10.8.x), you'd want "OS X Mountain Lion, The Missing Manual."