By default common fonts/font families are added to themes such as Helvetica, Arial, and Times New Roman. Font family loads the second font in the group if the first font would not load.
There are different site elements where the font can be modified from the theme editor, such as heading styles in style presets, tile captions, filter categories for grid sections, main navigation, submenu links, etc.
You can import your preferred or custom fonts or font families via Font Import or Custom CSS features in the Theme Editor.
To change font or font family for select site elements via the theme editor:
Click Styling from the Site Editor left panel menu
Click the selected theme under the Theme section
Hover over the current theme for the site (you'll see a blue check icon next to it)
Click the pencil icon to edit the theme
Type the keywords font family in the variable search box at the left panel of the theme editor
Select the variables you wish to change in the font, or font family
Click the Font Family field and select the preferred font or font family from the drop-down
Click the Publish button
Changes to the theme will affect all sites using the same theme. First you might want to duplicate the theme before editing it, apply the changes to the duplicate, and select the duplicate theme for the target site to prevent other sites from any changes in the font.