It's easy.
First of all, import your custom font into the map. It's path should be something like [FONT NAME].ttf.
Then, create a new text document, and write this in it:
[CustomSkin]
ChatFont=[FONT NAME].ttf
EscMenuTextFont=[FONT NAME].ttf
TextTagFont=[FONT NAME].ttf
InfoPanelTextFont=[FONT NAME].ttf
MessageFont=[FONT NAME].ttf
MasterFont=[FONT NAME].ttf
Import this file in your map, rename it's path to "war3mapskin.txt", and you're done. It should work fine, it'll change the font of all text displayed in WC3.
Note: If you use a custom war3mapskin.txt file, all the changes you make in the game interface (Advanced/Game Interface) will be disabled. If you want a custom interface AND and a custom font, you will have to specify all the interface changes in the war3mapskin.txt file too.
Hope this helps.
EDIT: Heh, ap0calypse was faster than me XD.
Regards