Should the glass be tempered or will regular glass work? What holds the glass in?
No the lamp glass is not tempered. Standard window glass is secured with a 1/8" round steel rod hoop that snaps from the back of the glass into a journal in the headlight door. Between the glass and and the door in the front is a piece of sash rope that acts as a gasket. Very simple
Presume you are talking about Acetylene headlamps ? otherwise you would be using Ford lenses ?
I would spend a few extra dollars and get laminated (house) window glass. That way if you get a break from a stone etc, the sharp bits will not fall out / cut any fingers