Each additional weight and style will require its own unique font file. Ideally you would then connect them through the naming metadata, which when set up correctly will build the relationship in different operating systems and applications.
The guides from Adam Twardoch and Karsten Luecke are invaluable resources for how to set up this metadata in the most stable way across as many environments as possible.
Additionally the FontLab manual is an incredible resource, not only relating to the software but to more general principals of digital type design as well.