Can't get it to work either atm.
EDIT: I was able to include a custom font by following this article about using custom fonts in iOS 5. It's similar to the other articles posted here. But I only got it working with a font that had no variants. I did not work with another font that has regular, italic and bold variants. I wonder if Clickteam is managing fontNamesForFamilyName like stated in the article I linked above?
EDIT2: I'm using build 254 beta 4 Unicode.