The process is the same wether you use Forms or Controls to create the box.
If it is a control you've created on the spreadsheet, go into design mode by clicking the icon that looks like a pencil drawing along the side of a drafting triangle. Right click on the list or combo box and select Properties on the menu. Find font on the window list that pops up and click on the font name in the column on the right and you can change properties.
If it is a box you created in a VBA user form, open the form in the VBA editor and select the box. Find font in the properties window etc.