I have seen a lot this type of fonts (the ones in the bar). It is a relief effect or the font is just like that?
That's an effect applied with either a graphics program like photoshop, or done dynamically with css for webpages.
It is simply a white drop shadow applied to the text.
In this case, it is achieved with the CSS code:
Works best on bold text.
The icons would probably have been done in Photoshop in a similar style to match. In Photoshop, you could get the same effect by duplicating the text, moving the duplicate down one pixel, dropping it to a layer underneath, and making it white.