If you want to use a specific one that is not available in our list, you would need to use a plugin to load it on the site and then add custom CSS to apply it to the caption and title.
For example a plugin you can use would be: https://wordpress.org/plugins/custom-fonts/
Once you upload the font’s files you can apply the font using CSS in Appearance > Customize > Additional CSS.
An example of such code would be:
.modula .modula-items .figc .jtg-title, .modula .modula-items .figc .description { font-family: fontname !important; }
Replace the value ‘fontname’ with the name of the font you added.