Anytime you purchase eBooks for your Nook away from Barnes and Noble, you have to transfer them to your Nook yourself. Specific Nook information is available here.
But as a general rule for all Nooks, you need to do three things:
1. Connect the NOOK to your computer with the included USB cable. NOOK will then show where hard drives and other USB drives show (under My Computer on Windows or on the desktop on Mac). Double-click on the NOOK drive to open it.
2. In another window, open the location where you stored the eBook file on your computer, (in this case you’re looking for [book_title].epub). You can then drag and drop the epub from your computer to the "my documents" folder or to the root of the NOOK.
3. After the files are finished transferring to the NOOK and BEFORE unplugging the USB cable, you must eject the device from the computer. Removing the USB cable before doing this can cause harm to your eBooks and/or the NOOK. Simply right-click on the NOOK drive and select the undock, eject, or unmount option.