This video tutorial also shows how you can do this. It has the “Local web font…” option. It is for the desktop version of Pinegrow, whereas the tutorial you were looking at is for the WP plugin version of Pinegrow. This method works for non-google fonts as well. You need to covert them to .woff2 format. Various online sites will do this for you and generate the css code.
Visit https://www.fontsquirrel.com
This has a whole load of fonts to download.
It also has a web font generator that provides woff, woff2 files and code to add to your css file.
Used this website for years - never had a problem