while copying the font file to the font folder should be ok, it's not what microsoft suggests you do.
they want you to open the fonts folder, click file, and click add new font.
I'm thinking this may add the font somewhere in the registry which may be used by 3rd party applications.
Install or uninstall fonts
edit - you may also want to remember that if you create a file using a custom font, when you try to view the file on another computer, the font will most likely need to be installed there as well. this can happen when creating word documents for school or business and then emailing the document to someone.