Displaying (or using) a font requires that you have the actual file for that font on your computer. If a user doesn't have the font file, then there's no way that they will be able to see the text. So most websites just use one of a few fonts that are widely available on almost every device.
Using a custom font takes a little extra work, and will make your page load a little bit more slowly. If you want to give it a try, then you'll need to know about the CSS @font-face rule. You'll also need a copy of the font file that you want to use - make sure that it is free or that you are allowed to use it!
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