I quote this link: Raster, Vector, TrueType, and OpenType Fonts

... the glyphs for a font are stored in a font-resource file. ...

So, Windows loads glyphs from a file with a format that it understands, not a CFF file, and not a structure from memory. If you want to draw CFF files without using a file conversion tool, I think you will need to load the CFF and draw the glyphs by yourself.

To load the CFF and determine the glyph, you can use the FreeType Project. Here is a link here on SO that explain how to build a Win32 DLL from FreeType source: Compiling FreeType to DLL (as opposed to static library)

To draw the glyphs, you can get some inspiration from the gdipp project, which is a replacement of the Windows text renderer, and contains Win32 C/C++ sample code that display glyphs loaded from FreeType.