The easiest way is to use old fashioned "transparancies" - thin clear plastic sheets that used to be ubiquitous in schools and universities a decade or two ago, used with tri-projectors.
Use the ones that can be printed on using laser printers/copiers. Some printing shops still do them.
Print or photocopy your outline onto the transparancy, then let your kids colour it in using transparency pens or permanent markers. If you want mistakes to be semi-erasable, use whiteboard markers instead.
If you can't find transparancies, you can experiment with other plastic sheets, e.g. cover sheets used when binding documents (some of these are textured or frosted on one side, which gives an interesting effect if you colour the smooth side).
Once they are done, let it dry for at least 24 hours before you cut out the shape. You can then go over your outlines with a "steel" or "silver" metallic marker / paint marker to emulate lead. Once the marker is done, let it "cure" for a few days and if you want the project to last longer, you can then seal it with matte acrylic spray varnish. Use several very thin coats if you do this, and don't hold the can too close to the sheet, otherwise the solvent in the spray may "lift" and smear the markers.
You can use tiny dots of clear-drying silicone-based glue to stick it to a window, or tape it in place with narrow strips of metallic tape to form a frame if it is square or rectangular. You can also glue it to a frame and hang it in front of the window if you prefer not to stick it to the glass
If you want something more realistic, there are paints that are used on glass specifically for a faux-lead glass effect, as well as tubes of "fake lead" that is applied on the surface of glass to look like lead seams, but that gets expensive and a bit messy for kiddy projects.
Another option is shrink plastic (shrinky dinks / shrinkles). Apart from the pre-printed colouring sheets, you can also buy clear sheets of shrink plastic and do your own designs. When they shrink upon heating in an oven, they thicken and harden, and the colours deepen. The finished product looks very much like glass. Just remember that they end up 20-25% of their original size, so don't make the design too small.