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Fonts come from several sources, and the first source is the printer itself. Every printer comes with built-in fonts that it can print, and these are usually indicated with a printer icon in font lists.
In addition to the built-in fonts, Windows itself includes numerous built-in fonts; these fonts are actually TrueType files and they tell the printer how to print that particular font. Other TrueType fonts are installed when you install some programs; the programs themselves also include fonts and when you install the program, you also install the fonts.