Just look at the Wikipedia soundfont definition before reading this chapter.
Once you have software to make some noise, you must use some soundfont that contains those great noises you want :-) If you have a Soundblaster card you can even directly load those soundfonts on the card. Others will use a soft synthetizer and work with soundfonts this way.
See Section A.3 for non-commercial soundfonts web sites links.
I mainly use 2 of them. You will find them here:
PC51f (compressed - 51M)- The one I use mainly. Good, except for violins.
Fuild (release 3) (compressed - 68M) - Good for orchestral strings (especially violins and violas).
To uncompress a file with it, just uncompress it with tar zxvf -C /usr/local/bin/ and execute: sfarkxtc FluidR3\ GS.sfArk /tmp/fluidr3.sf2.