Once you download the font, extract the .zip contents to your ~/.fonts directory and run fc-cache.
Then, you can use the \fontspec package, loading the font with \setmainfont{Coolvetica} (if you want your entire document to use Coolvetica) or \setsansfont{Coolvetica} (if you want Coolvetica to appear only when you call \sffamily).
Your document should look minimally like this:
\documentclass{article} % choose whichever you prefer
\usepackage{fontspec}
% choose one of the following two options
\setmainfont{Coolvetica} % entire document set in Coolvetica
\setsansfont{Coolvetica} % Coolvetica appears only when \sffamily is called
\begin{document}
% voilà
\end{document}
