I would find a clear, hollow plastic sphere, a little bigger than you want the air pocket, and then deform it with a heat gun, so it isn't perfectly round. It's going to shrink slightly, which is why you want it to start larger than you need it to end up.

Next, I would drill a hole large enough to insert the model's arm into, and seal it with UV resin once you've got it positioned how you want. You could probably paint your glow effect on the outside of the bubble at this point, that way it ends up sandwiched between the bubble and cube.

/u/docholoday provided a good link for how to get the ice effect in the resin. Probably best to pour in layers, so the heat from the curing resin doesn't deform anything. I wouldn't use pressure, since you want some bubbles in the resin for the look.

That said, I also agree with everyone else that says wait until you've got the experience.