a sound font is an "instrument format" containing sounds, informations about your instrument, controllers, etc.. In general they are made with VIENNA, a sound font editor, and loaded into the banks of your sound card.
then, when you assign a sequencer track to your SB synth, you can access those banks and trigger the instruments of the sound fonts.
All you need is a MIDI controller (any keyboard with a MIDI out will do the job, NO sound needed) and a sequencer to write the notes / trigger.
i never use Sound Fonts myself though.
Hope this helps