Can someone tell me step-by-step...

See https://musescore.org/en/handbook/3/soundfonts-and-sfz-files

1) In Musescore use Edit > Preferences and in the Folders section note the location for SoundFonts.

2) Look for SF2 soundfonts on the internet.

These sources are both good:

• https://sites.google.com/site/soundfonts4u/

• https://www.hedsound.com/

If you want to cover all instruments then look for GM compatible soundfonts but if you're looking for specific instruments then try any SF2 soundfonts that look interesting.

3) Download soundfonts that you want to try and copy them to the location noted in step (1)

4) In Musescore use View > Synthesizer

5) At the bottom right use the Add button to add 1 or more of the new soundfonts.

6) Close the Synthesizer

7) Use View > Mixer and the Sound drop down to try out individual sound presets from the new fonts.