.inf drivers are installed by hitting update drivers from the device manager.
Then you can point to the inf file you have(so its folder in an easy to find location).
This does no good when the device isn't installed yet. You can't update the driver for a device that isn't installed.
I'm trying to install an HP 2420dn printer on Win7 64-bit, and find that many of the "drivers" I try to install rely on INF files. Right-clicking on them and then clicking "Install" produces the message "The INF file you have selected does not support this method of installation." Trying to install them thru Devices & Printers ->Add a printer simply hangs after choosing an INF file. Neither can I install printer drivers in Windows XP using INF files.