How can I create a stained glass light effect? I'm aiming to re-create this scene I have made in Unreal Engine 4, but I am currently struggling with the stained glass effect seen here: 

http://imgur.com/a/yLWzU

It was constructed in UE4 by essentially stacking three spotlights, each representing a colour channel, and then just aligning them roughly where the stained glass window ought to project that texture.

How could I create a similar effect in Blender?
Add a spot lamp, then go to texture panel, clic on the lightbulb (lamp texture) and add your texture.
I don't use BGE so I couldn't help more with it, but it looks like what you want.