Simplex.shx is not a standard font file that is shipped with EasyGerb. So all you need to do is copy the font file "simplex.shx" to the EasyGerb font folder so EasyGerb can use it. The EasyGerb font folder is:
Note: I believe that Autodesk modified the Simplex.shx font (from earlier versions), to allow inclusion of russian/chinese characters. I tested it here with AutoCAD and it worked fine, however if there are any problems try using "simplex8.shx" as a substitute (which I believe is compatible for the older AutoCAD versions).