We see beautiful Catholic buildings adorned with multiple works of stained glass art; is this for any particular reason other than the fact that stained glass art looks nice?
I had learned in Renaissance art history that stained glass was used in Flemish, English, Burgundian and Germanic churches to provide warmth (or at least not oppressive heat). Whereas in southern churches, you'd see a lot more panels that could be lifted to allow for ventilation. In modern churches this doesn't matter nearly as much. We open up stained glass windows.
Khan Academy has a good write-up on stained glass history. It mentions some of the things to look at in the stained glass, the techniques that light was used to evoke certain reactions and the evolution of the process of creating it.
The other part is (and this is true in American churches) you'll see patrons mentioned in the stained glass. In old frescoes and stained glass art you'd see patrons in the stained glass. But it's quite a bit more manufactured nowadays and not composed of thousands of intricately laid glass pieces, so the patronage would probably just be dyed in to a little scrollwork near the bottom.