You cannot. The iPad does support application-provided fonts, and even downloadable fonts in HTML via CSS. However, you cannot add a system-wide font to the iPad. It's the duty each application or web-site to provide the needed fonts, or the document to embed fonts.
Microsoft Word does support the embedding of certain types of fonts, but you will need to verify that they are TrueType fonts and you need to explicitly tell word to embed the font ( see here: http://support.microsoft.com/kb/290952 ). I don't know if DocumentsToGo or the Word preview library for iOS will honor the embedded fonts, however, as it's not typically a feature supported outside of Word itself.
You can convert the Word document to PDF before importing it to the iPad and the fonts will be embedded and displayed properly and automatically.