As @webdev2087 mentioned, do not edit the theme’s style.css file directly. If the theme gets updated because of feature enhancements, bug fixes, or security patches, or if the theme has to be updated because of a change to the WordPress core, then your changes will be lost. Instead, either create a child theme or use a CSS plugin like Jetpack or Custom CSS Manager. A plugin is definitely easier.
If you use an external font, then usually what you do is include a link to a stylesheet that tells the browser where to get the font, you don’t have to download the font yourself. For example, if you wanted to use Google’s Yanone Kaffesatz font, then you would include a link to the stylesheet in the head section of your site like this:
<link href='https://fonts.googleapis.com/css?family=Satisfy|Yanone+Kaffeesatz:400,200' rel='stylesheet' type='text/css'>
If you’ve created a child theme, then you would put the link in a copy of the header.php file in your child theme. If you haven’t created a child theme, you can use a plugin like Header and Footer to add the stylesheet link to the head section of all of your pages.