ExpiresByType can go to your httpd.conf, virtualhost config or htaccess, as shown in the apache documentation overview window at the top of each directive entry:

http://httpd.apache.org/docs/2.2/mod/mod_expires.html#expiresbytype
A list of contexts is how you can specify which configuration files you can put in your various types of Apache directives.
Assuming you are using PHP, your phpinfo data should tell you whether gzip is enabled.

Edit
In response to your question regarding the correct MIME type for your fonts, in terms of their association of files with Apache Server, my mime.types file (located in the apache conf folder where your httpd.conf lives) tells me that
application/x-font-(extension)
is an association for use with ExpiresByType. I would suggest that you start the fonts first, and then check the headers for the font URL to see if it gives the correct expiration date.

As for browsers receiving web fonts, this article seems to indicate that MIME types are not considered and therefore are not relevant, But still this one seems to contradict this. As far as I understand, there is no official font / MIME type, so any browser implementation goes beyond the MIME specifications.
Related questions:
The correct MIME type for fonts
Valid Apache AddType directives for MIME type fonts
I havenโt seen anything that indicates placement requirements in .htaccess, so you have to be safe by setting these rules wherever you are, although if you use AddTypes you need to do this above any other directives that reference the declared a type. It is probably best to put them on top of rewriting rules.