Bisogna specificare che non li installa proprio... con Word ad esempio li vedi, ma se cerchi di utilizzarli su VB.NET non funge 
EDIT:
Rettifico: sembra che carichi il Font come risorsa, non capisco bene!
EDIT2:
Ecco il codice giusto:
codice:
<DllImport("gdi32")> _
Function AddFontResource(ByVal lpFileName As String) As Integer
End Function
<DllImport("user32.dll")> _
Function SendMessage(ByVal hWnd As Integer, ByVal Msg As UInteger, ByVal wParam As Integer, ByVal lParam As Integer) As Integer
End Function
<DllImport("kernel32.dll", SetLastError:=True)> _
Function WriteProfileString(ByVal lpszSection As String, ByVal lpszKeyName As String, ByVal lpszString As String) As Integer
End Function
Sub Main()
IO.File.Copy(My.Application.Info.DirectoryPath & "\nomefont.TTF", "C:\WINDOWS\Fonts\nomefont.TTF", True)
Dim Ret As Integer
Dim Res As Integer
Dim FontPath As String
Const WM_FONTCHANGE As Integer = &H1D
Const HWND_BROADCAST As Integer = &HFFFF
FontPath = "C:\WINDOWS\Fonts\nomefont.TTF"
Ret = AddFontResource(FontPath)
Res = SendMessage(HWND_BROADCAST, WM_FONTCHANGE, 0, 0)
Ret = WriteProfileString("fonts", "nomefont.TTF (TrueType)", My.Application.Info.DirectoryPath & "\nomefont.TTF")