This is an excellent idea. I would also love to test my fonts in Affinity, partly because I find the UI for OpenType features much superior to the very inconsistent and complicated Adobe approach.
Speaking of folders for fonts, Adobe offers two general ways:
one folder for all apps (as described by @Rene Verkaart )
one folder for fonts works for all InDesign documents in the same containing folder (fonts in “Document fonts” folder are automatically loaded if you open an .indd file in the same containing folder)
The second solution is perfect for testing the fonts in early stages only in one app. It would be great to provide Affinity users similar functionality.