SoundFonts can be selected and added under Audio / MIDI Settings.
All available SoundFonts are listed in the "Sounds" menu under the "Tonal exercises" section. If you have not added a SoundFont yet, only the supplied SoundFont (Build In) is available.
To add a new SoundFont, click on the "+" button on the right of the "Sounds" menu or select the "Add SountFont" menu entry. You have the possibility to add SoundFonts from 2 different sources.
This is a list of preselected free SoundFonts. By clicking on the "info" button you can access infos with copyright information about the SoundFont. Some SoundFonts also come with a sound sample. To download a SoundFont, select the appropriate item and click the "Download" button.
This opens a file selector window, where you can select a SoundFont file from your computer.