I've noticed that a new document has no characters or fonts in the documents > fonts menu
They seem to get added as I type.
I also remember that recently, when i was doing certain operations, that Infix asked me to change a font as it was not available in the character I wanted.
So I'm wondering why I just didn't/couldn't type it in and make it available?
Infix would have asked you to change font if the character you required wasn't available in the font embedded in the PDF and the font wasn't installed on your machine. In this case there is no way for Infix to use the currently selected font. If the font had been available on your machine it would not have asked you to change font and would have automatically used it.