It seems that the editor does not accept extrernal data, only data from the local machine. I tried the following in Options > Advanced > Custom HTML Head Content > HTML Head Editor:
<link rel='stylesheet' href='https://fonts.googleapis.com/css?family=Arvo:400,400italic,700,700italic'>
And that obviously works with the exported HTML file, using a web browser, but not in the editor’s preview window. So, my conclusion is, that the editor simply has no browser functionalities. Which is not too surprising, when I think about it, because MarkdownPad is an editor and a parser, but it doesn’t need to be a browser, additionally.