Not all fonts are complete: some include a full set of symbols and accented characters, as well as the standard letters and numbers. Others, however, will only provide letters and numerals — and sometimes not even that. Depending on the original purpose the font was developed for, it may only include upper case letters or be missing numbers. That doesn't necessarily make a font a bad choice, as long as you're only planning to use it for titles or accent text. But if you need a font that you can set longer blocks of text in, or you need specific symbols, it's important to look at the font's character map before downloading it.
Most sites that offer fonts as free downloads or as purchases offer you the ability to look at the font's character map before you download it. Character maps usually display the standard letters and numbers of a font first, and then display symbols and accented letters farther down. As long as you know the specific character you need, you should be able to find it. If no character appears in the space where your necessary letter or symbol should be, you may want to skip that font.
Some character maps will display boxes or non-characters in the map to fill up space for missing characters. It's important to double-check that an actual character is listed, rather than a space-holder.