Unfortunately all languages are not supported in Windows Phone 7.x. Much better support is coming in Windows Phone 8 (although that version will not run on the Lumia 710). Hope this helps!
As Internet Explorer 9 on your Lumia has CSS3 support it will be able to uses embedded fonts if this is correctly setup by the website developer. In this case you might want to contact the site administrator and inquire if it would be possible to have this done. If so you will have no problem viewing the site on your Lumia.
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