The 'why' and 'how' of embedding fonts is a Flash 101 topic. The main 'why' is that the user can't see fonts that she doesn't have. If your swf uses these fonts, you need to bundle them in the swf (or with the swf). The 'how' also seems very simple: in the properties panel for a given text field, click the 'Embed' button and select the character range you want to embed. Click OK. Done. Move on.
But it's really not that simple.