These are letters, not fonts
A website cannot change the font of an app it does not control. What this tool does is different: it swaps each letter for a look-alike character from Unicode, the standard list of characters every phone and computer shares. Unicode includes complete alphabets of bold, italic, script, gothic (fraktur), double-struck and monospace letters for mathematics, plus circled, squared and small capital letters.
Because they are characters and not formatting, the style travels with the text. You can paste it into a profile name, a caption, a chat or a document and it looks the same, as long as the device has a font that contains these characters. Almost all current phones and computers do.
Letters that stay as they are
Unicode only has styled versions of the basic letters A to Z, a to z and the digits 0 to 9. Letters with accents or extra marks, such as é, ñ, ç, ğ, ö or ß, have no bold or script version, so the tool keeps them as they are. The result can look mixed: a bold word with one plain letter in the middle. When your text contains such letters, the tool lists them so you are not surprised.
The line styles (strikethrough, underline, slashed and overline) work differently. They add a combining mark after each character, so they work with every letter and every alphabet.
Accessibility: use with care
Screen readers do not read styled letters as normal words. Depending on the device they spell them out as mathematical symbols, read them one by one or skip them, and search engines and in-app search may not find them either. Use fancy text for decoration, and keep important information such as your real name, a link or contact details in normal text.