First thing first, get the font you want to use and install it on your computer (right-click on it and hit Install). Make sure it is in OTF or TTF format, otherwise convert it to one of those file types.
For a font to work in game, the font first needs to be converted into an atlas. To do this, we need to use the tool BMFont. It is advised to use the 64bit beta version since it has proven to have better OTF compatibility.
BMFont supports both OTF and TTF file types.
This process will generate a .fnt file as well as dds atlases. You can now reference the font by name via script to use the font.