Graphite fonts are normal TTF fonts, with an extra “Silf” table. The Graphite rules are written in the Graphite Description Language (GDL), with a C like syntax. An existing TTF font can then be compiled into a Graphite font using the Graphite Compiler and the GDL file. For more details see the SIL Scripts website.
On Windows just run the installer, or if you downloaded the .tgz file copy the .ttf files into your C:\Windows\Fonts directory.
On Linux the directory varies depending on distribution. On Fedora, you can copy the fonts into /usr/share/fonts/default/TTF (as the root user). You probably then need to change to that directory and run the following commands (as root):
cd /usr/share/fonts/default/TTF fc-cache mkfontscale mkfontdir
You can also just install into your user font directory ~/.fonts and run fc-cache.
Beaware that the Padauk font package that was distributed in Fedora 10 has no OpenType or Graphite tables and so will render wrongly. Please install the latest font from the SIL website or use the newer sil-padauk-fonts package instead.