Why doesn't Cyrillic work after downloading Roboto?

Question

Fonts

Weird. Cyrillic does not work locally after downloading the Roboto font from Google Fonts and uploading it to the site. I checked everything, however this does not affect the download of files - the same set is always downloaded, regardless of the checkboxes.
Why is this happening and how is it normal to use that font on your own?
ADF: I remembered that I use Font Squirell. Maybe he breaks something? I use the default settings
of APD2: I checked, for sure, this Font Squirell creature beats the font. How to use this poop?