SoundFont Files
SoundFont files are located in the SoundFont Path. They have the extension .sf2, which is a standard extension for soundfont2 files.
This is used by the BuiltIn Synth function of this program. If you are not using this (because you are using your own midi synth), then there is no need to have these files present.
You can download these files from the internet. They are generally free, and can be quite large.
You may come across other soundfont formats (e.g. .sfz, .sfArk). These cannot be used in this program, but may be converted by a utility.
You can associate a soundfont with a midi output device using the Midi Devices Configuration Window.