Here you will find the list of what you need and links, mostly on Amazon to purchase if you did not pick up a kit at church. (or if you want to make more)
A Frame, or maybe These whatever style you like, a floating frame that you could find at any home store. Any size you like. although, I suggest a 4x6 or 5x7, as the glass gets heavy, and it takes more! (and could depend on the size of the glass pieces). If you have an old window at home, and what to create a large one, go for it! You will want to remove the backing and the paper, use a craft glue to glue the glass to the frame, you can discard the backing. You will be placing the stained glass pieces on the front of the glass, with the frame providing the boarder. (You do not want to glue the glass in after, as the glass pieces might interfere with the fit)
A Clear Glue. This one is good, and it will go a long way and is waterproof if you wanted to hang outside. Here is another option, especially if you have more than one artisan soul working, This will dry clear. These glues will require you to either coat the glass sections at a time, and place your pieces before it starts to dry. This glue, the one I am providing in the kit, can be poured around the finished project, but takes about 24 hours to really dry, but as it is a liquid glue, it gives you the ability to create the stained glass as a finished project and not have to remove pieces to glue down. Diamond Glaze Glue.