I don't know of any way to have Calibre do it automatically. You would need to use an app like Sigil to edit the epub & embed it.
(edit: hmmm....maybe it could be done in the recipe?)
That might be a simple feature request for Calibre's epub output, though.
A) point to local font in epub output config page
B) then when epubs are created Calibre would:
- copy font file to /OEBPS/Fonts
- add font file to manifest in content.opf
- add @font-face declaration to css
- add body tag w/font family declaration to css
Troy