Not usually, most glass toys are made of a solid piece of Borosilicate glass like pyrex. They shouldn't break unless you drop them and even then they may not break the first time they fall.
You should check them for chips before using them, just in case.
Glass is one of the safest materials you can get, next to stainless steel and silicone. You can boil it and even throw some into the dishwasher! They'll break if you drop them real hard or throw them (especially the cheaper ones), or if you put it in the oven and then in a bowl of cold water, but not inside you!
You guys should check out these videos that Tim did. They demonstrate how safe tempered / borosilicate / pyrex (all terms for the same exact material) glass toys are!