I want to use this font family: PTSansRegular
You have two options, doing it using a module such as @font-your-face or just simply doing it without a module.


Download the font from the site you specified above.
Open the CSS from the folder and check the different styles of fonts.
Copy the font folder to the CSS folder in your theme's directory.
Open .info file of your Drupal theme and add the stylesheet link from
the font folder.
Use the font-family of the currenlyt downloaded font in your
stylesheet.
Clear your cache.