Glyphicons are webfonts loaded from addresses hardcoded in the CDN version of Twitter Bootstrap. The original code is:
@font-face{font-family:'Glyphicons Halflings';src:url('../fonts/glyphicons-halflings-regular.eot');src:url('../fonts/glyphicons-halflings-regular.eot?#iefix') format('embedded-opentype'),url('../fonts/glyphicons-halflings-regular.woff') format('woff'),url('../fonts/glyphicons-halflings-regular.ttf') format('truetype'),url('../fonts/glyphicons-halflings-regular.svg#glyphicons-halflingsregular') format('svg')}
You have to either edit the CSS or place the font files on the /fonts/
folder. You can obtain both the fonts and the CSS files at the "customize" page.