I tried adding stained glass windows to my Plasticville church when I was a kid. This was during the '70s and it's possible that Plasticville of that era was being made of thinner plastic than the 1950s originals. The problem I ran into, is that the interior bulb made the walls glow (they were partially translucent!) And the outline of the "stained glass" paper was visible AROUND the window, as well as between the panes.
If you really want to achieve a realistic effect, you'll have to line the interior walls and roof of the structure wtih opaque cardboard, or paint the inside with light-blocking (latex?) paint. My $.02.
