Couldn't seem to find settings for 40w glass engraving online so I tested different settings and speeds till I got what I wanted. This is a pretty thick bottle so if using something thin be careful. This file would be good for something that is dangerous or something that's not, but you want to keep for yourself to deter any one from drinking.
I used a chalk paint stick, and I used acrylic paint. Each one had about the same effect. Just put it on and let it dry.
Find the design you want and size it to fit your material.
Be sure to focus the laser and set your settings right. If it's a thin glass, you may want to lower the power.
I tried a lot of different settings, and these worked pretty well. After engraving clean off the coating you used. Alcohol worked for me.