Actually that’s fine and a common question.
Use Any Font is a plugin where it allows you to upload the fonts of your own. So you won’t have any font list untill you upload it.
You can find fonts files from many sources these days. The common and good one can be your windows font directory. Also you can search it over internet and download the one you like it and upload it in our plugin.
For step by step guide, you can follow these snapshots.
Hope this helps.