I think we all know what a font is in general. In terms of GeneRally we refer to the font used in game which is defined by the "font.bmp" file located in the main GeneRally folder.
To change the in game font you just need to replace/overwrite the "font.bmp" file located in the main GeneRally folder with the one you downloaded from this site or forum. The font file must be named exactly "font.bmp" otherwise it wont work!
Its wise to make a backup of the font currently in use or rename because when you replace/overwrite it you lose it.
Is explained in 3 steps in Jwong`s tutorial which you can find on the international forum.