Figma's website has a page called "Use Local Fonts with Figma Font Helper". (I'd include the link, but this site says I can't include the URL in a post.)
If you're using Figma in the browser, looks like you need to install the Figma Font Helper. If you're using the Figma desktop app, you should be able to see local fonts by default. This worked for me, although I had to restart Figma if I installed a font while it was open.