its all in the terms and conditions of each and every file
if its in the public domain its one thing
if its under some form of gnu its another
if they say you can only give a copy of the file to your one true love via a usb flash drive wrapped in a rolo tube then go get a rolo tube ;)
if the website says "download for free but dont distribute" then thats what they want
and you would have to ask the end user to download the relevant file (or build it into the online enabled installer)
and when newspapers give a movie or album away 'free' they also expect you to buy the newspaper it comes with and not just hinch it from the insides ;)
or copy it and spread it around like confetti at a wedding
edit:
from
http://www.1001freefonts.com/faq.php Q : Are all the fonts on this website free?
A : The majority of fonts on this website are freeware, but a small percentage are shareware so if you decide to keep any shareware fonts please register them. Registration information can be found on the readme.txt file attached.