Both are possible (although I don't know what font that would be; technically at least it's not a problem).
Advantage of images: they typically are in the correct colors. A font would initially take on your main text color, and you have to manually set the correct color. You'd also have a problem with multi-color icons.
Advantage of a font: unless it's an extremely bad one, it's all in vectors. However, per definition, you lose the correct coloring (I don't believe current InDesigns already support colored fonts).
A typical freshly downloaded icon that looks just fine in your web browser, has technically way too small a resolution to be printed smoothly. You could use it anyway (based on the pragmatic point of view "because that is exactly what it looks like"), or hunt for a larger version – in which case you are best off hunting for a vector version, rather than a higher resolution bitmap.
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Both Facebook and Twitter allow you to download their logo in a vector format (.EPS)
I believe that would be the best way to import them: no quality loss and official colors.
Besides, guidelines are also available. You might find them useful.