It wasn't obvious...
I used a good font utility named BabelMap. It shown me that the characters in such fonts live in the Private Use Area. Apparently, Windows uses some magic to map these characters to the Ascii range.
I used createFont with the character set parameter to access this area. Little test sketch:

1. PFont f;
2. 
   
3. void setup()
4. {
5.   size(800, 600);
6.   smooth();
7.   int start = 0xF020;
8.   char[] charset = new char[128];
9.   for (int i = 0; i < charset.length; i++)
10.   {
11.     charset[i] = (char) (start + i);
12.   }
13.   f = createFont("Wingding", 48, true, charset);
14.   textFont(f);
15. }
16.  
17. void draw()
18. {
19.   background(0);
20.   text("  ", 200, 200);
21. }

As expected, the forum ate my escaped sequences (it wants to interpret any encoding it sees, curiously. Already reported the bug to Zoho). You must read "/uF021 /uF030 /uF040" with backslashes in place of the forward slashes.