[DrChiper]

Ok, so summarizing:

1. I must use "New file (images/fonts/HTML/etc." (and not "Import files into book") to control the location where I want to have the font file, e.g. Fonts/
2. As I'm using non-standard font files, I'm supposed to manually add any references to that font file (hence, no automagically fonts.css for me)
3. Optionally, I can use function "Arrange into folders" to even more control where all specific files of the epub should be in sub-folders

Thanks for clearing that up, Kovid!