That approach isn’t really ever safe. Even if I said it was safe today, the shell script may change tomorrow.
I couldn’t tell whether you were executing that command as root but clearly it is safer if not run as root.
The right approach is to do the wget into a file, and then examine what the script is doing, and if satisfied with its safety, then to execute the script (or just carry out the commands from the script yourself).
Generally, you can simply copy .ttf files around providing that you copy to the correct directory and provided that you update the font cache afterwards.
Which fonts are these? Are these the ‘C’ fonts?
PS There are two approaches to installing fonts. You either install them privately in your home directory tree or you install them for the whole system. Either approach is OK if you are the only user of the computer. I prefer the latter however.
I would say it extracted everything from a CAB file that contains the fonts and the PowerPoint viewer program for Windows. The script is just lazy in not cleaning up the .exe file which almost certainly is useless in a Linux environment.
Update: Actually the .exe file is the CAB file i.e. self-extracting. Either way it should have been cleaned up.