If you want to create font files and style files for a
greater selection of faces (see Appendix for details of fonts, and table
for styles), run TEX again on psextra.ins. This
is a fairly random selection of fonts which the author needs, not put
together in any rational way.
To create font and style files for Lucida and Lucida Bright (including
Lucida Bright maths), run TEX on lucida.ins. You will not be
asked about encoding in this case — T1 is assumed.
To create an NFSS2 style file for typesetting Object Z,
run TEX on oz.ins.