I read in a posting from Cindy that this particular command
probably as been forgotten by the development team: they
didn't convert it to VBA.

Anyway, this works:

Sub SelectAllInstancesOfFont()

    Selection.Find.ClearFormatting
    With Selection.Find
        .Text = ""
        .Font.Name = "Arial"
        .Replacement.Text = ""
        .Forward = True
        .Wrap = wdFindContinue
        .Format = True
        .MatchCase = False
        .MatchWholeWord = False
        .MatchWildcards = False
        .MatchSoundsLike = False
        .MatchAllWordForms = False
    End With
    Selection.Find.Execute
    WordBasic.SelectSimilarFormatting
End Sub

There is no other way to simulate the 'Mark all instances'
box (don't know it's English name) except from:

Selection.Find.Execute
WordBasic.SelectSimilarFormatting ?

Hans List