What is it?
While you can make an entire brush transparent to create a glass pane, I do not recommend doing so: it slows the engine down, causes HOM errors on the edges (where the glass touches the wall), and monsters sometimes act strangely next to it. 
Instead, we cheat: create a masked wall with the glass texture and place an invisible collision brush over it to stop the player from walking through it. 

How do I do it?
First, create a sheet where the glass should be. Make sure to use either an X-Wall or a Y-Wall sheet.
Next, select a nice glass texture, like GenLn.Glass.Glass
Once the sheet is in position, click on Add Special Brush and select Transparent Window, 2-Sided and Non-solid. Click on the Add Special button to actually create your sheet. 
So far, so good, but creatures can still walk through this window - a sheet can never be solid, even if you select Solid in the menu. Thus we'll have to place an invisible brush over it. 

Create a brush using any texture you've already used (by not using a different texture you keep the final size of your map down - why should the engine load the invisible texture if it doesn't get shown anyway?). Make very sure that it doesn't touch any other geometry (make it a bit smaller than the window frame).

Add it to the world using Add Special Brush with the option Invisible collision hull. It'll still be visible in the editor, but not in the game itself. 

And that's all! 
