The process is a little convoluted, but I'll try.....
I drew the outline and major landmarks on a piece of white cotton from a picture that I got off the internet of a sculpture. I drew in markings to make it look like tile or puzzle pieces that were as big around as when you put your finger and thumb together, then began adding pieces of fabric, starting with the eye. I had a picture that I was working from that helped me place the shading of the fabrics. I printed it out in colour and B&W, because the B&W really helped with the shading.
I fused Steam a Seam 2 Lite to all my pieces of fabric (about 15 altogether), but kept the waxy paper that came off.
I hung the white background on my design wall and for each piece, I would treat it like a puzzle piece. I used the waxy paper to trace the shape of the puzzle piece, then I would cut that out, turn it over, trace it onto the back of the fabric I wanted to use, cut that out, remove the backing and fuse it in place, hanging on the wall.
I did that about a thousand times
until he was all filled in. I was careful to either butt the pieces together well or even overlap a tiny bit so no background would show through.
Once the horse was all done, I needed to put him on a background. I took strips of Steam a Seam 2 Lite and ironed it on all the way around the outside edges of the horse. I then cut him out like a giant applique.
I took all the strips off the Steam a Seam and (very carefully) laid him on the grey background fabric and ironed him down.
I sandwiched using 505 spray and a fusible batting. (I used the fusible batting only because that is what I had used for my original sample and I didn't want to change anything at this point. I didn't actually fuse it, but I would use a thin batting.)
I quilted it used a free motion meander in order to catch in all the pieces of applique, did detail work on the mane, nose and eye and vertical background stitching.
I chose to finish it with a facing, as I thought a binding would take away from it.
Before I started, I did a few samples using numerous thicknesses of fabric with the batting and backing to be sure that my machine would quilt through them all OK. I also originally was going to do satin stitch on every seam to make it look like a stained glass effect, but I tried that on a sample and it didn't look good. Luckily, the lady at my local LQS warned me that it was a mistake and I tried it first. So, I think samples are really important to try things out on like different colour threads etc.
So, hopefully that's clear.
If you Google stained glass whatever-you're-interested-in lots of pics will come up to give you ideas on how to break up a picture to do this with. For the shading, just keep in mind where the light is coming from and that will tell you what needs to be light and what needs to be darker.
I hope this was helpful!
Watson