Install required font from web into your local device. Here in this example, i have installed Lohit Devanagari.ttf font for typesetting Hindi and Sanskrit.
\documentclass[11pt]{article}
\usepackage{polyglossia}
\setdefaultlanguage{english}
\setotherlanguage{hindi,sanskrit}
% Hindi and Sanskrit both uses same font Devanagari
\usepackage{fontspec}
\setmainfont{Times New Roman}
\newfontfamily{\devanagarifont}[Script=Devanagari]{Lohit Devanagari.ttf}
\begin{document}
\begin{hindi}
...
\end{hindi}
% inline
\texthindi{}
% for sanskrit
\begin{sanskrit}
...
\end{sanskrit}
%inline
\textsanskrit{}
\end{document}Compile using xelatex engine.