Certainly in the larger gauges these are made of a Pyrex type glass for toughness. I'm not sure about this gauge, but probably.
If one has cracked it can be for several reasons.
If it has been in use for some time then it may have been chilled or been hit, or even just got 'tired' and therefore straight replacement is all that is necessary.
If it is first, or near first 'cycle' (cold-hot-cold) then there may be a problem with the fitting not being truely lined up, or perhaps the gland nuts over tightened, or the glass being the wrong length (too long usually). In this case check the fitting with a metal rod of the same (correct) size, and see that, with the nuts loose, it has clearance all round to allow for expansion. Adjust as necessary and fit your new glass. Make sure that the fitting is fully cleaned out before-hand.
Don't attempt to use a loco with a cracked glass, it could shatter and result in scalding or other injury.
ATB.