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You can print the windows with transparent PLA and the rest with black PLA or another color of your choice.
I printed the parts on a 3Drag with a 0.35 nozzle and a layer height of 0.17mm. Normally you won't need support nor raft.
First I glued the crosses to the windows and let it dry. Then I glued the windows to the lantern case. If you want to, you can put a yellow led with a button cell inside the lantern to light it up. The roof simply clamps on top, so you can open it up any time to change the battery. After that, hang it on your christmas tree and that's it.