You need to download the font and reference it locally.
Download the CSS
from the link you posted, then download all of the WOFF
files and (if needed) convert them to TTF
.
Then change the CSS
from the link you posted to include the fonts locally.
From
url(http://themes.googleusercontent.com/static/fonts/opensans/v6/
DXI1ORHCpsQm3Vp6mXoaTXhCUOGz7vYGh680lGh-uXM.woff)
To
url(/path/to/font/font.woff)
Voila! There might be some more you need to do but the above is the basics. This article explains a little better.