Once you have a custom font configured you'll need to assign it to your GUI components (Buttons, Labels, Boxes, etc.). I do this using
GUI Skin.
When you have a GUI Skin configured according to the linked instructions, you'll need to add a
Set GUI Skin Action in an initialization FSM (and point it to your GUI Skin). Then in your GUI Label (or Button, or Box) action you just need to set the Style variable to match the name of the Style from your GUI Skin (usually "Button" for Buttons and "Label" for Labels, etc.)