1) Add the libraries that you want to use in your theme's compony.info.yml file:

libraries:
  - compony/global
  - compony/font--oswald--bold
  - compony/font--oswald--extra-light
  - compony/font--oswald--light
  - compony/font--oswald--medium
  - compony/font--oswald--regular
  - compony/font--oswald--semi-bold

(Only include the library definitions of the fonts that you need)

2) Use it in your CSS as follows:

font-family: 'oswald--bold';

All the fonts are named using the BEM-naming structure.