Simply using a microsoft font that a user already had installed is not a problem, some fonts can be embedded into an application without issues which allows users that dint have it to use it within that app.
Distributing and installing microsoft fonts (and other non free fonts) usually requires licensing the right to do so.
Viewing the properties on a font will give you details on what you are allowed to do with it regarding distribution, install, application embedding, you need to pay attention to the licensing terms even on free fonts as or will vary from font to font. Most free fonts will require an attribution.
http://games.joshkirklin.com/sulium
A single player RPG featuring a branching, player driven storyline of meaningful choices and multiple endings alongside challenging active combat and intelligent AI.