I am trying to install December 2014 CU (15.0.4675.1000). I entered my email address and I received an email from hotfix@microsoft.com with the following links to download:

KB Article Number(s): 2910938
Language: All (Global)
Platform: x64
Location: (http://hotfixv4.microsoft.com/Microsoft%20SharePoint%20Server%202013/sp2/ubersrvcab2/15.0.4675.1000/free/480662_intl_x64_zip.exe)

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KB Article Number(s): 2910938
Language: All (Global)
Platform: x64
Location: (http://hotfixv4.microsoft.com/Microsoft%20SharePoint%20Server%202013/sp2/ubersrv1/15.0.4675.1000/free/480661_intl_x64_zip.exe)

I downloaded the 2 files 480661_intl_x64_zip.exe and 480662_intl_x64_zip.exe. When I run them, I get a Microsoft Self-Extractor window and I get 2 cab files ubersrv_1.cab and ubersrv_2.cab and a text file which contains the following text:

Installation Instructions
=========================
1. If this hotfix was delivered with hfx.exe then it can be installed by running 
hfx.exe from the appropriate platform directory.

2. Install and run

How do I proceed from here? I dont see hfx.exe any where.

You're missing the last patch. You should have 3 downloads: