Order emails inherit the custom fonts that are defined by the frontend theme. Therefore, you can use custom fonts in your order emails that are already defined in your theme.
If the custom fonts are not defined in your frontend theme, then first follow the tutorial on how to add custom fonts to your theme described in the Magento documentation ↗.
Once your theme contains a new font, you need to update the source/_variables.less and source/_typography.less files for your custom theme to refer to the new font. For example,
@font-family__base: MyNewFont,sans-serif;
The same goes for the Magento_Email/email/header.html and Magento_Email/email/footer.html files. For example,
font-family:MyNewFont,sans-serif;
After updating, the emails should automatically use the specified font.