Correct way/Best Practice to add and embed a font

I hv seen ppl replacing the default font.
What if I want to add a font, instead of replacing?
What would be the correct way to add, embed and use a font? and where should I store the .woff font file?

on top of that, can I do FontAwesome the same way?

I hv seen different ways of doing it and I wanted to know the latest best practice of doing it.

thx.

here are what I hv been looking at: