WizLore I made the font work with me game, and i'll show you what i did.
1. You must work with the .ttf (true type font)
2. When exported your game to Cocoonjs, you will see a .Zip file.
3. Creat a folder called "fonts" and copy and paste your .ttf font into "fonts" folder.
4. After that, put your "fonts" folder into the .Zip file.
If it's not work, ask me here, i'm have another way to make it work.