The original copper clay (Copprclay or Hadar's clay) that needs to be fired in carbon can't really be combined with glass in one firing. The glass would pick up the carbon during firing . You could design something that allowed you to connect the glass element after the initial firing, like a traditional prong setting.
 

There are several reasons why Art Clay Copper Clay or Hadar's Quick Fire Copper Clay won't work with glass. It needs to be fired at a high temperature so the glass would probably liquify too much. Also the Art Clay Copper works best if you put it in a hot kiln so this would crack the glass due to thermal shock. After firing, it has to be dropped into cold water, another reason why it can't be used with glass.