While technically the answer from Jonny Perl is accurate, it’s not a good idea to directly edit your theme’s files. Any changes you make will get overwritten with a theme update.
Instead, create a Child Theme (lots of articles on how to do that), and add your CSS code in the Child Theme’s style.css file.
You could change the default theme with a CSS body command, changing the font-family used. It may be that you will need to add several CSS styles for font-family, depending on how your theme is built. You can use developer tools (like Firebug) to figure out the CSS used at any part of your site.