I've purchased Lucida bright from the TeX User Group (TUG) back in 2007.
The link provided in the email I received back then still works, it downloads lucida-basic.zip.
I also have installed a complete TeXLive 2012 distribution onto my Windows 7 PC, everything installed using all defaults (except a different location, on my E: drive instead of C: which is a modestly sized SSD).
I use TeXWorks for editing my LaTeX files and calling pdfLaTeX, BibTex, and MakeIndex. That's all I used.
The installation instructions that came with the font are very unclear about how to install on windows. What is clear though is that those instruction assume that I use MiKTeX, which I don't.
Has anyone had any success installing Lucida Bright onto their Windows TeXLive distribution? How did you do it?