If you are not creating a new stitched font, but rather copying one over from elsewhere, just copy it to the stitched font folder under ProgramData (for the appropriate version of PCStitch).
Check the helps within PCStitch or the PDF manual that came with the software (should be a separate shortcut for it - or find it in the same folder where the program is installed). That's where you learn how to create your own stitched fonts.
I might be a bit late to the party but you can install fonts to your PC that then just appear in the usual drop down list of fonts.
If you google for "Font download" you'll find loads of sites that you can get them from. Download, extract the TTF file (if it's a zip) and then just right click > install (in Windows 10) and it'll install it for you. Then next time you boot up the software it'll be there in the drop down. :)
Edited by - Bitchin n Stitchin on 12/26/2019 04:51:10