Paint Shop Pro should be using the fonts that are installed on your system. So if you want to add them to Paint Shop Pro just install the new fonts like you normally would to Windows itself.
Or are you asking how to install fonts on Windows?
Fonts do not have to be installed in order to be used with PSP. Simply save your extra fonts to a folder, organizing them as best suits you; when you want to use one, simply open it and minimize to the Task Bar. The font will be available for use in PSP until you close the font.