That depends entirely on the license of that soundfont!
You need to either go back to the pages where you got it from or check the download for any 'read-me' or other bundled extra files.
LMMS is not a part of this.
Besides that, since you are new in Forum
Welcome LonieHaag!
Here are all important links:
http://lmms.io/forum/viewtopic.php?f=1&t=4740
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If you like to introduce yourself, to the community, go here:
http://lmms.io/forum/viewtopic.php?f=4&t=4480