If you mean that you want to use Windows fonts to put text on a PCB layer - you can't. Protel only allows text to be the Default font, Serif, or Sans Serif.
While you can't use windows fonts on a PCB, you can use Windows fonts on schematics. When you are placing a text box, hit 'TAB' and the properties window will pop up. Look for FONT>Change, and the menu of available fonts will pop up.
You CAN modify standard fonts - they are stored in standard (?) *.BGI format. When You use TurboPascal from Borland You know what I mean ... On the net You can find BGI Font editor to modify or create Your own fonts. Some times ago I create fonts with Polish national characters - they are working fine. Don't be afraid that files with new fonts ( created with BGI Fontedit ) are bigger than standard files - Protel 99SE works fine.