Observing crystal of water
No special light is required, although you will want to keep the light source distant to avoid melting your ice. You will also want to experiment with light angles to get the best resolution of the different angled facets of the ice crystal.  

Without the right equipment and experience it will be difficult to get an image quite as spectacular as the crystal you've shown. The keys to getting the best image are avoiding heat, from a lamp or the surrounding air, which causes sintering of the finest faceted crystals.  

A good way to view ice under a microscope is to place crushed dry ice under a dark covering (depending on your equipment, getting something that fits and still focuses may be your greatest challenge). Whether you use glass or plastic or whatever else isn't very important. The dry ice is cold enough that ice will nucleate on the surface of your choice and grow from there. Be prepared to watch the whole show, from freezing to melting!