You drag them to an instrument (or sample) in the Sample/Instrument tab.
as a warning, you will want to make a new sample/instrument for this unless it is a brand new tracked file.
A bit more info, you can preview the sound font by using your keyboard like you would normally in the pattern editor, sample or instrument tabs,
And a bit of advice, you will probably want to drag the soundfont into the instrument tab instead of the sample tab, most soundfonts contain multiple samples, and it will generally work out better if you drag it into the instrument tab.
Good luck with your creations
