Edit : added the URL for the plugin archive itself, silly me...
Following the work on the HTMLDisplayString, I made a quick plugin to display Webfonts inside Construct 2.
Inside Construct : <img src="http://dl.dropbox.com/u/1412774/WebFontC2Plugin/inside.png" border="0">
And inside a browser :
<img src="http://dl.dropbox.com/u/1412774/WebFontC2Plugin/demo.png" border="0">
(tested with FF and Chrome, by the way).
The URL for the demo : http://dl.dropbox.com/u/1412774/WebFontC2Plugin/index.html
The capx : http://dl.dropbox.com/u/1412774/WebFontC2Plugin/webfontc2plugin.capx (the demo also use the CallJS plugin to display an 'alert', but it's not needed to just use the Webfont plugin).
The plugin : http://dl.dropbox.com/u/1412774/WebFontC2Plugin/pode_webfontv1.zip
As you can see, you can style everything via CSS (and even use images as background via background url() !)
With a bit of ingeniosity, you can also embed some classic HTML string inside...
To make it works, you need to provide the name of the css file which contains the font-face declaration.
You also need to provide the type of HTML element in which the webfont is going to be injected (for example p), and you need to give that tag an ID (for example myp).
<img src="http://dl.dropbox.com/u/1412774/WebFontC2Plugin/info.png" border="0">
You also need to declare a CSS file, and to place it at the root of your exported game (that means that you can't see anything when previewing the game, only at export). Something like that.
Depending on where is your webfont, you will also need to perhaps put it at the root of your game, next to the css...
By the way, I have no rights on the webfont used as an example, so don't use it for anything commercial, you could break some licence...