Depends on the application which you are using to generate the cheques, and on what operating system it runs under.
For some printers, it is possible to use add-on hardware units (SIMM, DIMM, flash card, etc., depending on printer model), but this may mean that you'd need a bespoke application and/or printer driver which is able to include the correct font selection sequences in the generated print stream.
Many modern applications (e.g. Word on Windows systems) can make use of a TrueType / OpenType font on the host system, which the application and printer driver can use to dynamically contruct and download a Page Description Language- encapsulated (subset) soft font in the generated print stream.
See http://www.elfring.com/snumber.htm for an example of such fonts.