Hey there, Brian! Long time, no see. 🙂
Good question. Yes, changing fonts is something that would need to be done at the theme level. The Events Calendar plugin simply inherits the font used in the theme’s stylesheet (typically the style.css file). In this case, it looks like the font is set in the body tag.
I do want to note that we are fairly limited in terms of helping out with custom development questions, but I hope this points you in the right direction.
Cheers!
Geoff