After opening the zip file it didn't ask me if I wanted to install it, it just came up with a file for font book.
That's normal. Zip files are just a way to compress data for storage so the contents don't take up as much space. It's not an installer of any kind, so the font simply decompresses to the same location.
when I go to font book it doesn't even show up there.
And it won't until you go to Font Book and add it.
now every time I try to delete it it says that it cant because the font is in use.
The OS occasionally doesn't release items it's done with. Restart the Mac and you'll be able to do whatever you want with it.