Sorry for the confusion, but I'm pretty sure I said, "look on the MAIN page" (emphasis added). There are definitely installation instructions there. Just scroll down the page until you see it. I didn't feel like it would be necessary to repeat the instructions on every font page, but maybe I do.
I was in a hurry and I totally skipped the chapter "Patch Installation (requires LilyPond 2.18.2 - 2.19.11)", because I'm using 2.19.15, and that's where installation directory is explained for any version.
So the fonts must be copied again each time I upgrade to a new version of LilyPond.
I'll write a script to automate this.