I used to work for a small stained glass company a long time ago. After you have a design, you'll need glass stock (colored and clear/etched), a big table, a good glass cutter, a water/grinder to smooth the edges, copper tape (for the edges of the class) and rosin core solder to put the pieces together. None of these items are extremely expensive, except for the water-grinder.

Larger pieces need metal or lead support structures built into them. It takes some engineering experience to make a large window which will not collapse under its own weight.

So, these are simply generalities. My advise would be to find a glass studio and go hang out/volunteer/work for free there for a while. You can learn a lot in a very short period of time. Oh, and get the little rubber grippy things for your fingers. Ground glass sucks on the hands and you'll be messing with it all day.