You can copy the font file from the USB device into memory (as mentioned above). Then, even after you eject the device, the file is still accessible in memory. No need to store on hard disk or anything; the font file in its entirety is right there in memory.
Of course, if you close the program, the memory is lost along with the font file but that makes sense.
I suppose the question that arises is why it's such an issue to install a font. Perhaps the font and/or executable are unsafe. You should check those.