Simply make folder Fonts inside folder WoW and set fonts into it that you want to use but they must be *.TTF (true type font). You can use fonts from Control Panel>Fonts or download new from internet (http://www.dafont.com/).
In order to make them work, you need to rename them into one of these:
- FRIZQT__.ttf
- Most UI elements, Item, ability and spell names. Normal questlog texts.
ARIALN.ttf - Chat frame, "small" text elements (like the little text on quest rewards).
skurri.ttf - Unti frames: Names, healt gained/lossed displayed on unit frame
MORPHEUS.ttf - Emails and "big" text in quest log (like quest name and the TLDR header)
FRIENDS.ttf - Names on the social pannel (battle.net, etc)
Btw l would recommend this DemonNight.ttf for warlocks, its from Overlord 1.