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These files are usually in TrueType format (with extension ".TTF") and can be downloaded using the following websites.  1001 Free Fonts: Offers free downloads for fonts arranged in alphabetical order or by themes such as Decorative, Retro, Sci Fi and Horror. You can even find some fonts that appear as 3D images. Urban Fonts: Has a large variety of fonts of various language themes including old-fashioned English as well as Arabic, Chinese and Greek. MyFonts: You have to purchase most fonts here but free trials are available. Fontstock: Fonts arranged in alphabetical order and categories such as Elegant and Futuristic. There is also a separate section for Christmas fonts.

Summary:
Download a font file and save it on your computer.