Highlight the fonts in the storage panel one by one or using Ctrl+Click and click Copy to current script -> on the bottom. Then the current script should contain those fonts. And unless you want a Default font, you can delete it.
Click close on the bottom, then highlight the first line on your subtitle, then click the blue S on the top, #7 on my first interface picture. The Styling Assisstant should come out.
Just click at what you want each subtitle style to be. If you grouped them together just press Enter until you need to change the style. Use the shortcuts as needed.
If you're satisfied, click the play button again and watch how your dummy video has changed.
IV. Special subtitle effects
Lots of times you'll want your subtitles in different areas. With the buttons next to video area, you can also change that.

1. Standard mode - Regular view, with the crosshairs (mine are at (300,250))
2. Drag subtitle - Self-Explanatory, drag it around the screen to where you want it, and the position will save. You should also see a special * symbol on any line you made an effect to.
3. Z-axis rotation - Gives somewhat of an "aerial" view, in my opinion.
4. X and Y axis rotation - By far my most favorite. You can make the subtitles seem 3D. Excellent for pasting on parts where it's not directly a flat surface.
5. Scale subtitles - Change the size of your subtitles. You get a X and Y axis as a reference.
6. Clip to rectangle - Clip a part of your subtitles to a rectangle. The rest of the parts don't show up.
7. Clip to vector - Clips to a vector area. Fun to blur out certain parts of the subtitle.
8. Toggle display - Change whether you see the changes on the video or not. I recommend having this on.
9. The manual. Pretty complicated, but extremely comprehensive if you're willing to spend a couple of hours experimenting and digesting.