Agregas la fuente en un archivo de recursos, en el ejemplo yo cargue la fuente como TTF, luego llamas a la funcion LoadResourceFont(<nombre de la fuente>) y listo, la fuente va a estar disponible en el contexto de tu programa. Si tenes problemas luego subo un ejemplo completo pero tendrias que poder hacerlo funcionar.
'---------------------------------------------------------------------------------------
' Module : mLoadResFont
' Author : Cobein
' Date : 28/10/2011
' Purpose : Load font from resource
'---------------------------------------------------------------------------------------
Option Explicit
Private Declare Function LoadResource Lib "kernel32.dll" (ByVal hInstance As Long, ByVal hResInfo As Long) As Long
Private Declare Function FindResource Lib "kernel32.dll" Alias "FindResourceA" (ByVal hInstance As Long, ByVal lpName As String, ByVal lpType As String) As Long
Private Declare Function SizeofResource Lib "kernel32.dll" (ByVal hInstance As Long, ByVal hResInfo As Long) As Long
Private Declare Function AddFontMemResourceEx Lib "gdi32.dll" (ByVal pvoid As Long, ByVal dword As Long, ByVal DESIGNVECTOR As Long, ByVal pDword As Long) As Long
Private Declare Function CreateFont Lib "gdi32.dll" Alias "CreateFontA" (ByVal pbFont As Long, ByVal cbFont As Long, ByVal E As Long, ByVal O As Long, ByVal W As Long, ByVal I As Long, ByVal u As Long, ByVal S As Long, ByVal C As Long, ByVal OP As Long, ByVal CP As Long, ByVal Q As Long, ByVal PAF As Long, ByVal F As String) As Long
Public Function LoadResourceFont(ByVal sFontName As String) As Long
Dim lResource As Long
Dim lAddress As Long
Dim lSize As Long
Dim lCount As Long
On Error GoTo LoadResourceFont_Error
lResource = FindResource(App.hInstance, sFontName, "TTF") 'Im using TTF with XN resource Editor but you can use RT_FONT
lAddress = LoadResource(App.hInstance, lResource)
lSize = SizeofResource(App.hInstance, lResource)
LoadResourceFont = AddFontMemResourceEx(lAddress, lSize, ByVal 0&, VarPtr(lCount))
On Error GoTo 0
Exit Function
LoadResourceFont_Error:
MsgBox "Error " & Err.Number & " (" & Err.Description & ") in procedure LoadResourceFont of Módulo mLoadResFont"
End Function