Most DAWs do not "install" SoundFonts; they load them.
Community-driven repositories are the safest and most reliable sources for these files: Tag: sonic the hedgehog | Download free soundfonts
The Sega Genesis (Mega Drive) did not actually use Soundfonts in the traditional sense. It utilized the Yamaha YM2612 sound chip, which utilized Frequency Modulation synthesis (FM Synthesis). This created that signature "twangy," metallic, and bass-heavy sound characteristic of the Sonic the Hedgehog series.