You can use @font-face to import custom fonts with CSS. I generally use the "bulletproof font face syntax" (found by googling that) which is designed to ensure compatibility across all browsers and devices. You'll notice that they want four different types of font files. If I'm not mistaken FontSquirrel's "web font generator" will make some or all of those file types for you. Keep in mind that as with loading anything on a website, the more font varieties you have the more it's going to bog down a page or site.
Best of luck! Let me know if you need help with anything.
