Just as should have done in my example, you will probably want to increase the segments on your wheel considerably for that close-up, and add rounded edges to the wheel and frame. You'll like it more.
To me, the purpose of the object would define the method. Ido buildings. In fact I am avoiding working on my project at this moment π .. So I would normally see a wall going up to a ceiling or a roof, and an intersection with or extrusion to that surface(s) would be the method. For a sculptural shape, the top is up to the artist of course, and method varies.
Give your glass a real thickness.
View it in Monochrome mode with a Style that uses a distinctive back_face color.
If any back face looks outwards, select that face, and use the Reverse... context-menu tool.
Now apply your 'stained-glass' textured-material to the faces as needed.
You then need to ensure that this material is correctly configured and applied in the Podium Materials editor...
Actually, If you have SketchUP 2014 (or an educational version), you can purchase an educational trial of VRAY for SketchUP from Novedge, here: http://www.novedge.com/p/8841
It's $138, compared to the $700+ commercial version.