Well, first of all you have to add a new folder in app/assets called "fonts" with all your custom fonts inside.
After that you have to tell Sprockets to compile that new fonts folder.
You should add this line into your config/application.rb file:
config.assets.paths << Rails.root.join('app', 'assets', 'fonts')
You don’t need to do that after Rails 4.1, that folder is already added by default. You should use it if you are using another folder such as “vendor/assets/fonts”.