Remove broken glass:
The first step is to remove the broken glass entirely from the window so that you can install the new one. You have two options to do that. You can remove the glass from the window with the window in its position or you can take off the window from its hinges, put it on a fat surface and work on it.
Do wear gloves to protect your hands from any glass injury. Remove the glass pieces from the window. You will have to pull out the stubborn pieces using pliers.
Remove existing caulk:
You have to remove the caulk that held the old glass in place. The caulk will be stiff and hard to remove. use a putty knife for the job. You can make work easier by heating up the caulk lightly using a heat gun for not more than 30 seconds. This will soften up the caulk and make it easier to remove.
Vacuum or wipe the old putty deposits and all debris from the window and floor so that you work with a clean slate.
Measure the length and width of your window frame if it is a regular shape. if it is not, make a template on a paper with measurements of all dimensions. However, remember the measurements should be of the inner side of the frame .
Take the measurements to a hardware store and have them cut you out a glass of the measurements.
Hold you glass bottom at an angle to the frame and insert it carefully. Insert the glass into the grooves in the window frame, placing one hand to support the top and one to hold the bottom. The glass should fit the frame snugly. To secure the window pane, install glazier points at a distance of every five inches.
Glaze the window:
Take a lump of glazing compound and work on it with your hands to make it soft. The lump should be enough to cover your glass. Make a roll out of the compound once it is soft. The roll be long enough to cover the borders of the pane.
Use a glazier tool or putty knife to insert the roll around the shelf. It should cover the whole glass without showing from the frame. use the knife to spread and smoother it around the frame. Allow the caulk to get dry. You can also paint it of the color of the window frame.