As far as I know ROOL do not provide any fonts. There are free Unicode fonts out there that contain thousands of characters and these can be converted to RISC OS format using ttf2font. Many Iyonix users have done that. I do not think you can download any converted fonts though, probably due to copyright reasons (which might also prevent ROOL from release any fonts), so you need to download the TrueType fonts from their original locations and do the conversion yourself. If you ask in the newsgroups someone will probably guide you.
You certainly cannot change the system alphabet to UTF8 on non-RO5 versions but you cannot do so sensibly under RO5 either because most applications expect an 8-bit system alphabet and behave in unpredictable ways when the system alphabet is UTF8. As you mentioned, you can request a font in a specific encoding and that is how NetSurf uses UTF8 fonts no matter what the system alphabet is.