To change the base font of the entire application you would add the following CSS.
body, .ui-widget {
font-family: Calibri, sans-serif !important;
}
This CSS should be added to a custom CSS file. Adding a custom CSS file is described in: Where should I add Custom CSS.
The best way to play around with the CSS is in the Browser Developer Tools area.
A good YouTube video that describes that process is https://www.youtube.com/watch?v=25R1Jl5P7Mw