Firstly, please read the "POSTING IN THIS FORUM" post before posting in a section. This rule is mandatory in the forums.
If you extract the font .zip properly, it should preserve the folder structure in it. In which case, if you extract it to your player, all the font files should end up in /.rockbox/fonts. Of course if your archive tool ignores (or has been told to ignore) the folder structure, then you'll get a bunch of files in the root.
But if you have a proper zip tool, then unzipping the file targetted at the player's root is all you need to do. As well, if you open up the .zip in any zip utility, you can see that all the files are in /.rockbox/fonts, and from reading this know where they belong.
What exactly would you recommend be the new text in the manual, it's certainly possible to update it to something clearer. Perhaps "Unzip the fonts archive to your player in a manner identical to the one you were instructed to do with Rockbox.zip earlier in this chapter"?