There are 2 ways you can add fonts to your site which may not be installed on your visitors web sites. The first way is to download the fonts to your local computer and then transfer them to the web server where your site is located. Make sure you bring in all the formats for the font since IE uses only the eot format and the other browsers use ttf, otf,svg, and a few others.
The second way is to use a web service that serves up the fonts from their server, when your page is loaded. This is a very easy way to expand the options for fonts, however it may slightly slow down the time it takes for your page to load since it must serve up the contents of your web page AND contact the google server for the font. also if the google server goes down or goes out of business then the font will not appear.
My final advice is - don't go nuts with this. The standard rule is to use no more than 3-4 font faces per page. Just because you can use every font in the world - doesn't mean you should. KISS (Keep it simple sweetie)