The link to the font package from the extras page pointed to an old zip but this has been fixed now. If you download it again, the 35-Nimbus font should be included.
Additionally you should also get to the release 3.7.1 package through the Rockbox Utility if you installed the release on your player (if I understand correctly, the Utility "looks" what's installed and will download the matching package, I admit I just got to the download part and stopped there).