What you need to do is create a RichTextString for your cell. This is a way to apply different formatting / styles for different parts of the same cell for display in Excel
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Cell cell = row.createCell(1);
RichTextString rt = new XSSFRichTextString("The quick brown fox");
Font font1 = wb.createFont();
font1.setBoldWeight(Font.BOLDWEIGHT_BOLD);
rt.applyFont(0, 10, font1);
Font font2 = wb.createFont();
font2.setItalic(true);
font2.setUnderline(XSSFFont.U_DOUBLE);
rt.applyFont(10, 19, font2);
Font font3 = wb.createFont();
font3.setBoldWeight(Font.BOLDWEIGHT_NORMAL);
rt.append(" Jumped over the lazy dog", font3);
cell.setCellValue(rt);
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