This is a specialised case of installing a font, but it is almost never necessary — it’s inconceivable that any (even remotely) recent system will not have the fonts already installed. You can confirm this (near-inevitable) fact by trying the fonts. On a system that uses dvips (almost all do), try the sequence:
at a “command prompt” (shell, in a Unix-style system, “DOS box” in a Windows system).latex sample2e dvips -o sample2e.ps sample2e
If the command works at all, the console output of the command will include a sequence of Type 1 font file names, listed as <path/cmr10.pfb> and so on; this is dvips telling you it’s copying information from the Type 1 font, and you need do no more.
If the test has failed, you need to install your own set of the fonts; the distribution (including all the fonts the AMS designed and produced themselves) is now described as amsfonts. The bundle contains metric and map files — all you need to install the fonts.