I guess it depends on the exact type of shadow box you need. At its simplest a shadow box is a shallow box with a hole in its top. To make one of those your steps are:
- Use a box generator to make a box of the desired size.
- Cut a hole of the desired size out of the top.
Here is an example of my overly complex one. Unfortunately, I didn’t take a clear pic of just the outer box.
The box generator should output something like this.
There is a bottom, two sides for right and left, two sides for front and back and a top. You open it in Inkscape, or the vector editor of your choice, and you make a rectangle the size of the opening you want in the top. You then position the rectangle in the top piece and subtract it (or just leave it) from the top. Upload to the glowforge and cut.
This will give you a shadow box with an “undercut” along the four sides. There are a lot of ways to deal with that. As far as glass goes, you may want to start with clear acrylic. You can always cut glass (not in the glowforge) and mount it, but acrylic is easier if your learning style is to learn by doing.