I am already more than 8 hours trying to make the STHeiti Medium.ttc.zip
font work on Windows.
But I can't make it work. Is anybody able to make it work on Windows?
Assuming that Windows doesn't really know how to deal with TTC files (which I honestly find strange), you can "split" the combined fonts in an easy way if you use fontforge.
The steps are:
unzip "STHeiti Medium.ttc.zip"
).File > Open
).File > Generate Fonts...
.Repeat the steps of loading 4--6 for the other font and you will have your TTFs readily usable for you.
Note that I emphasized generating instead of saving above: saving the font will create a file in Fontforge's specific SFD format, which is probably useless to you, unless you want to develop fonts with Fontforge.
If you want to have a more programmatic/automatic way of manipulating fonts, then you might be interested in my answer to a similar (but not exactly the same) question.
Further comments: One reason why some people may be interested in performing the splitting mentioned above (or using a font converter after all) is to convert the fonts to web formats (like WOFF). That's great, but be careful to see if the license of the fonts that you are splitting/converting allows such wide redistribution.
Of course, for Free ("as in Freedom") fonts, you don't need to worry (and one of the most prominent licenses of such fonts is the OFL).