Let's see a simpler example than the TeX Gyre set of fonts and consider OpenSans, assuming it's not delivered as part of the TeX distribution.
The directory on CTAN form a rather complex subtree:
Each one of the four subdirectories denotes a part of the TeX tree where we need to install the files; on TeX Live it would be
and the structure should be created if still not existent. So, for example, at the end we'll have
After having populated the directories one has to teach TeX Live about the new font:
sudo updmap-sys --enable-map opensans.map
The second operation may be better performed, on TeX Live 2012 (or later) by editing the file
(creating it if non existent) adding the line
Similar operations should be made on MiKTeX (Update File Name Database for the first and something based on
initexmf from a command shell for the second). The biggest complication with MiKTeX is that it doesn't have a "local" TeX tree by default, but it should not be so complex to define one.
Why using the "local" tree? Because it doesn't strictly belong to the TeX distribution, so it won't be touched by later updates to the distribution.
For the TeX Gyre fonts the situation is similar, but with the complication that there is no "global" map file, so one should perform all the above steps and add to the "local" updmap.cfg the lines
Manually installing fonts can be a pain in the neck. Much better to stick with the TeX distribution package manager (
tlmgr for TeX Live or MiKTeX's) if the fonts are included in the distribution.
In any case I recommend using the "local" tree, whenever possible: installing fonts in a "personal tree" (under
~/texmf/ on Unix systems with TeX Live or
~/Library/texmf with MacTeX or something else with MiKTeX) requires all the steps above in the correct tree and to run
updmap instead of
updmap-sys, with the problem that font related updates to the main tree will not be reflected in the personal map files, so that
updmap has to be run manually in those cases.