Jose,
A good test to see if the problem is on the computer you put the training on or the method did not work would be to open the output file on the computer you created the training on and run the index.html file.You should be able to tell from there if the fonts installed properly. Since you are running the file outside Captivate, it should still rely on the fonts you installed.
Did you download the fonts and use them locally (method 1) or did you link to fonts on Google Fonts?
On another note, you probably know this but if you use the Google Fonts method of linking that the other computer will need to be connected to the internet to work.