Most likely that error message means that WordPress doesn’t have the file permissions it needs to create the new directory for the plugin. That should be able to be changed either with your web host’s control panel’s file browser or with a FTP program.
One option to add a new Google font is to first add a font to a collection at Google Fonts. Then click on the Use link. In step three in the add this code to your website section, use the @import tab and add the code to the Custom CSS box that’s in the advanced tab in the theme options page. It’ll look something like this:
@import url(https://fonts.googleapis.com/css?family=Open+Sans);
You can then add in styling using that new font. To style all the “body” text, you could use a style like this:
body {
font-family: 'Open Sans', sans-serif;
}
The font family will be listed in step 4 on Google Fonts.
Let me know if you run into any questions or trouble.
Thanks,
Bill