You also need to include the bulma.min.css
file, not just the .map
.
Edit
Per the Bulma docs:
If you want to use icons with Bulma, don't forget to include Font Awesome:
<link rel="stylesheet" href="https://maxcdn.bootstrapcdn.com/font-awesome/4.7.0/css/font-awesome.min.css">
Update 3/19/2019
As @Akshay has pointed out below, the documentation has changed and the proper way to include Font Awesome is now
<script defer src="https://use.fontawesome.com/releases/v5.3.1/js/all.js"></script>