Well, your question is a bit to vague to answer properly.
Assuming you've got some CSS skills, you need to track down your theme.
If you're using a core theme that was installed w/ everything else, you can find it in [root]concrete/themes/[themeName].
Otherwise, you should be able to find it in [root]themes/[themeName].
Once you locate your theme's css files, you'd probably want to update the typography.css file, just to keep things organized.
In this file you'd add your css font stack.
You could also CSS font-embeds if you'd like, or a font-service, such as Google Fonts.
All of these methods would involve minimal CSS revision, i.e. a line or 2 of code to make your font register.
All of this is based on the assumption that you have some CSS knowledge, of which fonts are one of the most basic things.
Hope this helps!