The normal procedure for custom fonts is the following:
- Add your font files in a folder with your font name (Theme Options > Font Control)
- Zip it
- Upload the zip file as the font.
Webfonts are normally into 4 formats
.ttf, .woff, .svg, .eot
You should include all of them to support all browsers.
Keep in mind the file name of the font files must not include spaces.