The client machine. There's no mechanism in
Java for remote font loading, and as far as I know, no way to pack a font into the applet's JAR and use it. Fonts - even in this day and age - tend to be sensitive to the OS/display manager they're used with.
The secret of how to be miserable is to constantly expect things are going to happen the way that they are "supposed" to happen.
You can have faith, which carries the understanding that you may be disappointed. Then there's being a willfully-blind idiot, which virtually guarantees it.