To experiment with getting transparency, etc. Make any old object and give it one of the carrara glass shaders. Then put a tiny light on one side of it, just opposite the camera. This will show you some of what the different shader functions can do for you.
BUT: this may not be the best way to do a wall light. There may be a better way than through transparency to do what you want. For instance, take a torchiere model and give it an "anything glows" light (found in the edit menu). All done in one step!