They are not fonts in the standard Windows sense of the term. They are just pictures (as opposed to vector image) that people might use for other games, tools and art.
There are such things as bitmap fonts. For most they were old hat by the time Windows 3.11 came along but you could still construct one. I would sooner adapt a font viewing tool (the DS had several for NTFR which could extract the font and allow users to type in it, several should be open source too) if it is for something quick.
Alternatively you could find a font making program and painstakingly trace the font from those images; low res pixel art is seldom a great starting point, to say nothing of it likely having some fudging done to make it appear nice at those resolutions and in this case it having no lower case, missing a load of punctuation and being multi coloured. It has been a while since I messed with fonts so I don't know what the kids are using these days. https://fontforge.github.io/en-US/
should hopefully get you started with that. Font creation is a long and tedious process to do well. Most of the time I would sooner poke around on something like https://www.fontsquirrel.com/
and see if I could find a lookalike font, or something that gets 90% of the way there and just leaves me adding tails, distressing it a bit or adding some texture.