The glass picture should be saved as a JPG or a Windows bitmap (".bmp") file. Most common picture formats are acceptable, except GIF. If you want to be able to tint the glass, save it in the Pattern Wizard's "Tinted Textures" folder. If you just want the glass to appear as is, save it in the "Other Textures" folder. (Your copy of the Pattern Wizard is probably in "C:\Program Files (x86)\Pattern Wizard".)

I've listed most glass manufacturers' websites at http://StainedGlassPatterns.com/resources/glass.php.