Entities to use:

func_wall
func_breakable

1. Select the object you want to be glass
2. Right click and select properties
3. Click Tie to entity
4. Now if you want the glass to be breakable select func_breakable, if you dont then select func_wall
5. Set the render mode to texture
6. Set the fx amount to a value between 0 and 255, setting it to 255 will make it non-transparent, 90 is a good setting for glass, the more transparent glass is the more the fps will drop in game.
7. Go and smash your glass if you dare