Dashicons, the official icon font for WordPress since version 3.8, now comes packed with every installation. All those neat icons you see in your WordPress dashboard are Dashicons.
Now, the icon font files are the part of your self-hosted WordPress installation, and icons are displayed on the front-end by means of a ready-made CSS file. So, you basically need just the HTML to get these icons work for you.
If you develop things for WordPress, you might found it interesting to integrate Dashicons ...