What steps need I take to add and use sf2 type soundfonts to my bank of midi sounds?
Depends on your synth... Not all synths can use soundfonts but the BassMidi and CoolSoft virtual synths can. Note that the BassMidi stuff is built in to the viewer.
Rich Nagle's "Twelve Steps..." document on the scripto is a good place to start:
https://nwc-scriptorium.org/helpful.html#Vst
You might try the latest version of the Viewer. It has Soundfont support built in.