Icon fonts can be loaded from CDNs, and we really recommend doing this. Here are some great icon fonts and their CDNs

1. Font awesome 4.7 - CDNJS
2. Font awesome 5.x - CDNJS (there is also a paid pro-version, with an own CDN)

When the page shows these icons, you should use load the CSS from the CDN (directly from the theme/skin or from the template. 

Important: for the icon picker in the edit-ui to work, the CSS file must be on your webserver. This is annoying, but necessary because of cross-domain security issues. 

We recommend that you copy the css file from the CDN into your 2sxc app but still leave the fonts on the CDN.