for leagal reasons LMMS does not provide any sf2 files. you need to find those on the net and make sure they are leagal to dl and use.
One good place to search for sf2 files is KVR:
http://www.kvraudio.com/
if you search thsi board you will also find a link i posted to a general-user sf2, if it has not been lost
Br.