- Assuming you are talking about Folio—the font isn't free. A lot of "free" font sites are dubious and best avoided or at least used with caution. If you can search for the font and find it for sale, for a price, on a more reputable font site then chances are the free version is either not legitimate or a "free for personal use" demo.
If you buy a web-font license for the font you can basically use it without worrying about anyone downloading the font, that's specifically what the licence is for.
If you are worried about people downloading the font then there are thing you can do to deter, but not much you can do to completely prevent downloads without also blocking people from viewing the font on your site!
There is a good (although a tad old) Typekit article on the subject:
Typekit Blog - Serving and Protecting Fonts on the Web