The Paint.NET application used the built-in fonts which means the process of installing fonts is exactly the same as the default one in Windows. You should know that Paint.NET only works with TrueType Fonts (.ttf files) and not with OTF (Open Type Fonts). Even if you can install OTF files, they won't be available for using in Paint.NET. Download the fonts and then go to Start > Run > fonts. Drag and drop the TTF files in the window that will open and then restart Paint.NET. You can select the fonts after you activate the Text tool to type something.