Wow, quite a large download size for a font. By installed, you just mean installed in windows by right clicking on the font & clicking the install button?
* edit: just needs to be installed to windows. however you will still need to use a ttf font or image font that supports/includes chinese characters to get it display chinese in-game. However I would recommend not writing out any names for the objects/characters, etc in Chinese - it's best if those are done with the English alphabet (safer).