There are 2 main options here. The first sets the font-family for all the headings, menus, lists, etc. Basically all places except paragraphed text.
The second sets font-family for all places which contain paragraphed text. Eg article/posts content, product descriptions, reviews, comments etc.
You can select between Standard font-families, Google fonts & Typekit fonts.
See how you can setup Typekit fonts.