It’s not an issue unless Font Awesome icons are failing to display on your site.
We load from Font Awesome’s CDN for a number of reasons:
Allows users to access Pro version icons within Backlight at no additional cost to the user; we cannot distribute the Pro version files in the download, as licensing does not permit redistribution;
Ensures the most current icons are always available (meaning, we don’t have to update Backlight to push Font Awesome updates)
Allows users to opt-in to Font Awesome 4 support, which is useful to those upgrading older sites
Allows Backlight to benefit from whatever performance optimizations, and accessibility features Font Awesome has build into their service
If you want to load your own, see the Load Font Awesome resources locally option in Backlight’s Advanced Settings. All the information is there to use it. IMO, using a local copy is unlikely to significantly improve performance, and may actually degrade performance. If you want to use Pro icons, you will also need to purchase your own Font Awesome license.
Are the instructions you refer to in the “i” information balloon?
The current folders I have created in the “backlight/custom” directory:
fontawesome
fontawesome/css
fontawesome/webfonts
I put in all the files that were in the download from fontawesome for “webfonts” and “css”. I enabled the “load local” setting for fontawesome. How do I know it is working?