You need a copy of "Collete Peters - Wedding cakes" book as she demonstrates the stained glass cake.
If you are going for that blue icing effect, colour the icing first, then you can airbrush the background, it will give an even colour without having to do too many coats (with the airbrush) or having to add too much colour to the icing.
When you lacquer the cake, use edible food lacquer - do not use cocoa butter spray as it sets in a dull matte finish and will ruin the effect you are looking to create.
Again, I recommend you buy the above book as a starting point.
Good luck.