There are important points to remember when glazing in leadlights:
1. Think about the future....they have a tendancy to break. Tip if sealing them in put the sealant on the outside (beading side) - so it is easy to cut through for removal and repair.
2. Lead reacts with some sealants so be careful to use a neutral cure silicone against it if this is your chosen method of installation.
3. Dirt collects on surfaces exposed to the outside of your house so put the smooth side of the leadlight outside and the texture inside.
4. Think about double glazing with toughened (A1 safety glass). for extra support and security. It is Australian standards to do this on all entry doors and in bathrooms.