The first step which I feel is the hardest is to cut your plexiglass to the proper size you need. I used a thickness comparable to a piece of cardboard (I am unsure of the thickness due to it being a scrap piece).
How to cut plexiglass? You have two good ways to cut plexi 1) Table Saw and 2) plexi cutter tool
Option 1) I use a fine tooth blade on a table saw cutting as I would with wood. This is the easiest on large cuts and offers great accuracy in my opinion.
Option 2) Using a plastic scoring tool
and breaking of the piece which I suggest that if you haven't done it before to look up how. In order to do it you use a straight edge and the scoring tool and score the plexiglass from edge to edge and then break it by hand. Like I said do a search on how to properly do this. (its not hard to do though)
Once you are satisfied with the size you can lightly sand the edges of the plexiglass with a grit of 220-320 sandpaper
Then clean the plexiglass with a soft cloth LIGHTLY and water. Stay away from soap unless you know it won't harm the plexiglass.
Now we are going to make the edges of the plexiglass smooth again using heat. This part you want to be careful with and I HIGHLY encourage you perfect this with a scrap piece. Simply put use some heat such as a mini butane torch (if the plexiglass is thin a butane lighter may work) and lightly go back and forth over the edges until they are clear.
By making the edges smooth/clear we transfer the LED's light better through the plexiglass.