Stockfish is a engine that uses the protocol UCI. In Winboard you only can load engines that use the protocol xboard, so that you cannot load Stockfish directly. For doing it, you need Polyglot, a program that translates between xboard and UCI chess engines.
Hello, Joe, the easiest thing is installing Arena, a free chess interface, from www.playwitharena.com. With Arena already installed, go to the menu Engines, option Install New Engine, search the folder where you downloaded the Stockfish executable and open the executable. Arena will ask you if you want start the engine; click on button Yes. If you has succeeded, Stockfish will be installed.