When attempting to open some MS Word Docs I'm asked to download - STHeiti and other fonts
The solution was hinted at in the comments.


Open FontBook: Launch Font Book.app (located in the Applications folder).
Find the fonts in question: Select "All fonts" in the sidebar and search for them using the search box in the upper-right corner of the window. Once found, each will be greyed out.
Download the font:Either press the "Download" button in upper-right corner of the preview pane or right-click the font to display the context menu and select "Download".
Smile now that MS Office doesn't ask you skip/download whenever you open that doc again.