As indicated you can use the wonderful @font-face to use specific fonts. However, when this option was introduced, IE expected .eot, FF .woff, etc etc so you need to be aware there can be browser compatibility issues and you should still use a font-stack.
You must read the license the font is released under to find out how you can use the font.
I prefer not to request fonts from remote urls, but to download them to my server. While this implies maintenance issues - when the font is updated on the remote site you might want to update the copy on your site too - it means the font isn't updated before you've tested the update.