Font (wikipedia) is a particular size, weight and style of a typeface. A limited set of fonts such as Edwin (used by Text objects) and Mscore, MuseJazzText (used by Symbols) are built into the MuseScore desktop program due to licensing reason, text and symbols using these fonts will render on Musescore across all operating systems and on the score sharing website musescore.com correctly. Font is not embedded into a score file.
For plain text, you can select and use fonts installed (google how-to) on your operating system. Generally available fonts such as Times New Roman, Arial etc. should render correctly on all operating systems.
For musical symbols, there is less freedom, option depends on the object type:
In Musescore 3.6.2, for musical symbols, you are restricted to choose from options provided, but see How can I add third party SMuFL Fonts?, and this workaround source1, source2: Musescore normally uses the version of font that comes with Musescore, but if you install another version of same font onto your operating system manually, Musescore will use that for score viewing, pdf exporting and printing functions. Remember that manually installed font is not automatically embedded into any score file.
Though some fonts can be considered SMuFL compatible, the glyph - codepoint mappings use Musescore's own schema, research the archived source code.
Plugins that analyze notes and add musical symbols such as fingering diagrams are available at https://musescore.org/plugins . The MuseScore Drumline extension also contains extra pictograms, to download see Language, translations, and extensions.