You need to load the fonts onto your website and use @font-face in your CSS. BUT, your fonts must be web ready. Also, you can't just use any font you bought, because of licensing. You can get a lot of free web ready fonts, along with the CSS you need, at Font Squirrel.
E.g. look at this page:
In the menu bar, click Webfont Kit, and from there you can download all the versions of that font you need to work on the web (different browsers need different font files) and it includes the CSS you need to make the font work on your pages.