1. Get some acrylic paints. You can also buy special glass paints.
2. Use a piece of glass the size you want, or you can use a window, etc.
3. Test first on a scrap piece of glass.
4. Get a design you would like to paint (from a book, magazine, etc). Tape it to the back of the piece of glass. If you would like to do your own design, draw it first and then tape it on the back. You can also do this freehand.
5. Get a couple of brushes - a wide one (about an inch) for big parts, a small one for details.
6. Spread newspaper on the floor, wear an apron (or old clothes), and start painting, following the lines and spaces with the colors you want to use.
7. You can frame your glass or put it against a light or window for the light to shine through it.