An http request is made to let the font work on your website and reduce page load size as these are only fonts not an image. Icons can be simply called through @font-face rule which is being supported in even Internet Explorer 4. Make sure that @font-face rule have correct path description and then you can find list of icon names in the .css file at the bottom. Icomoon app let the user select among lots of high quality and most popular icons and one click convert to SVG or Font.
Free download for Windows and Mac!