Making a stained glass window isn't too difficult. Making it not leak air takes some work. Stained glass windows are usually made with either a came or foil method. Foil method is great for smaller, more intrie pieces that aren't going to be outside. Also, foil method wouldn't be strong in a storm, or against wind day after day.
Crystal Plate and Stained Glass Hanging: ... I'll grind down the edges of the glass to remove shards and fit pieces closely together. ... put cut ends in vise and other end in drill. Run drill till happy with how twisted it is. Form circle around a round object such as dowel about 1/12 inches from end. Cut other side to about 1 1/2 inches.