This might seem weird idea at first but hear me out.
There are quite a few pros of hosting google fonts.
You have complete control over font. #
Google fonts is known to push updates to fonts without notice. Although unlikely, that can mess up your whole website.
Maybe you just don't like Google #
There is movement against Google for privacy reasons that has been on rise lately.
Okay, how you do it? #
Lucky you. Someone has already done bulk of work for you. All you need to do is head over to google web fonts helper website and choose font you like. After that you'll need to specify font parameters and font is ready. Copy snippet in code and put files in project. Done!