I know of two ways.
Both require that you have a piece of lexan or other clear plastic sheeting the size of your window.
The first method uses stained glass paints from a craft store. You outline your individual "panes" with black E-tape, or black imitation "leading" (also from the craft store), and then paint between them with stained glass paint. Dries to a look that is very convincing.
The other way is to just use
gel, cut in the colors and shapes you need, and then taped down with black E-tape. My mom did this method years ago for some huge stained glass crosses for church.