The selected font is returned, into $font_set in your example. You then need to reconfigure your widgets to use the font, i.e. $widget->configure( -font => $font_set

A better method would be to use fontCreate and fontConfigure. This example should point you in the right direction:

#!/usr/bin/perl
# vi: set ts=8 sw=2 et:
use warnings;
use strict;
use Tk;
use Data::Dump qw(dump);

my $list;
my $parent;

my $mw = MainWindow->new();
$mw->title("Listbox");
$mw->geometry("300x300+100+100");

$mw->fontCreate( 'lbl',     -family => 'arial', -size => '10', -weight
+ => 'normal' );
$mw->fontCreate( 'lblbtn',  -family => 'arial', -size => '14', -weight
+ => 'bold' );

my $l1 = $mw->Label( -font => 'lbl', -text => "dsal kjhdsa")->pack( -s
+ide => 'top', -fill => 'y', -expand => 1 );
my $l2 = $mw->Label( -font => 'lbl', -text => "lkah dsl kj")->pack( -s
+ide => 'top', -fill => 'y', -expand => 1 );
my $l3 = $mw->Label( -font => 'lbl', -text => "ih kah klzv")->pack( -s
+ide => 'top', -fill => 'y', -expand => 1 );
my $l4 = $mw->Label( -font => 'lbl', -text => "lajd smbl j")->pack( -s
+ide => 'top', -fill => 'y', -expand => 1 );
my $l5 = $mw->Label( -font => 'lbl', -text => "lk javh lkj")->pack( -s
+ide => 'top', -fill => 'y', -expand => 1 );

$mw->Button(
    -text    => "Change Label-3 Font",
    -font    => 'lblbtn',
    -command => [ \&chg_font, "widget", $l3 ],
)->pack( -side => 'top', -fill => 'none' );

$mw->Button(
    -text    => "Change Label Font",
    -font    => 'lblbtn',
    -command => [ \&chg_font, "font", "lbl" ],
)->pack( -side => 'top', -fill => 'none' );

$mw->Button(
    -text    => "Change Button Font",
    -font    => 'lblbtn',
    -command => [ \&chg_font, "font", "lblbtn" ],
)->pack( -side => 'top', -fill => 'none' );

MainLoop;

sub chg_font {
  my $type = shift;
  my $which = shift;
  my $newfont = $mw->FontDialog->Show;
  if ($type eq "widget") {
    $which->configure(-font => $newfont);
  } else {
    $mw->fontConfigure($which, $mw->fontActual($newfont)); 
  }
}
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(Note that once you use the "Change Label-3" button, label 3 will no longer be affected by the "Change Label Font" button.)