If you left-click on the link, that will "open" the link with whatever program is approppriate. If you right-click the link, you will get a little menu box with various options, and towards the top there should be an option "Save Target As", and if you click that, it will download and save the file (it will ask for a name). This is probably what you'll need to do to download the font files (the four Phonetic TTF files)