There's an example of how to use Font Awesome alongside an unordered list on their examples page.
<ul class="icons">
<li><i class="icon-ok"></i> Lists</li>
<li><i class="icon-ok"></i> Buttons</li>
<li><i class="icon-ok"></i> Button groups</li>
<li><i class="icon-ok"></i> Navigation</li>
<li><i class="icon-ok"></i> Prepended form inputs</li>
</ul>
If you can't find it working after trying this code then you're not including the library correctly. According to their website, you should include the libraries as such:
<link rel="stylesheet" href="../css/bootstrap.css">
<link rel="stylesheet" href="../css/font-awesome.css">
Also check out the whimsical Chris Coyier's post on icon fonts on his website CSS Tricks.
Here's a screencast by him as well talking about how to create your own icon font-face.