In the past, if you wanted to have anything other than the most basic fonts for your website, you had to upload all versions of the font to the server to comply with all browsers. It was not difficult, using a web font generator like Font Squirrel. Then you had to assign what tags you wanted to show in what font in your CSS.
It has now been simplified for WordPress users with a Plugin called Google Fonts. Install the Plugin. Choose the fonts you want, assign to the tags with a click of the button and you are on your way.
With 632 Font families, you have a lot to choose from!