First of all, you need to determine the size of the window and the colour of the glass you wish to use for it. Then choose a design for the stained glass window accordingly. It depends upon your choice that you select a simple design or a complex one with several colours of glass.
You can draw out the design upon a piece of paper at first and then fill out the colours to have a finished look. This will make it easier for you to purchase the different colours of glass from the market according to the sketch you have drawn earlier.
Wear thick working gloves and break the glass into multiple pieces using pliers or clippers. Place these pieces on a flat piece of glass, which measures same as the size of the window, and make certain patterns and designs, making sure that your design fits the measurements of the glass you are using.
Keep the pattern intact and start sanding the edges of the pieces carefully. Smooth out the edges of all the pieces and then affix them together by inserting wax between the cracks.
To fasten the glass pieces together, you need to add cementing mixture between them. Use a cementing brush to insert the cementing mixture within the cracks. Wipe out any mixture that accidentally gets upon the surface of the coloured glass. The wax you added in the previous step will attach to the underlying glass.
Give ample time to the cementing mixture to fully dry and then remove the underlying glass sheet, carefully removing the stained glass pattern from it.
You will need some copper strips to affix the stained glass into the window pane and solder. You need to seal the glass properly into the window, so that it cannot be taken out easily.