By the looks of things, Gotham font is a commercial font that you would have to buy in order to use in projects.
http://www.typography.com/fonts/font_styles.php?productLineID=100008 is the purchase page but it is available at other shops.
If the PSD is for a client that has already bought the font, they may send the ttf file over to you.
For font installations.
You didnt say what operating system you are using so I will give you them both.
Windows 7 etc
Either right click on the font file and select 'install'
double click the file and it will open in the font viewer, from there you can click the install button.
Copy or Drag & drop the font file into your Library>Fonts folder.
Note: if you have photoshop open and the text tool selected, you might need to select another tool so that the font has chance to be loaded.
then reselect the Type tool .
Note 2: You may find the font downloadable in other locations and it is your choice whether to install it or not. There are alternatives and similar fonts available.