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mjan All you need to do is step through the Wizard in WEFT to let your pages use the fonts. WEFT will modify your pages locally and either publish them back to the server, or let you do that yourself.
A common mistake is to fail to specify a correct "bind root". In the Create Font Objects page, there is a field named "Font Objects may only be used under this root". Make sure you specify the name(s) of your web server here. This is a requirement of the license agreement with the vendor of your fonts, since it will only allow the fonts to be used on *your* pages.
Also, if there is no Italic or Bold version of the font, then you would want to only embed the regular version, but make sure that it contains all the glyphs of all the used style variations. The style variations will be synthesized from the regular version by the operating system. Simply chose the "family based subsetting" option in the settings dialog to get the correct subsets.