It has to be there. May be someone removed it accidentally. However, please install the template again and the folder will be there hopefully.
Hi Muntasir. Helix Ultimate has never had such a folder and file after installation. For the sake of interest, I checked the global search on five sites built on the basic Helix Ultimate. Not only in the template, but general in Joomla there is no such folder and such a file.
This folder and the file is only in the installation package.
Helix Ultimate 2.0 has this folder and file.
Hi Laurent. You can download Google fonts and install them locally, as custom fonts. In this case, in the template settings, do not forget to turn off all Google fonts.