Website fonts will be applied based on the font guidelines you set up for your headings and paragraphs.
For example: You set the font in your theme as follows:
- Heading 1: Prata
- Heading 2 - Heading 6: Gotham Bold
- Paragraph: Gotham Book
Then when you apply the website font to the heading 3 elements, the website will take the corresponding font you have set as Gotham Bold.
In case you want to apply any font that has been set up in Shopify theme, you just copy the font name to General > Typography > Font.