This photograph demonstrates the following: change of state of matter, lens focusing, and the additive principle of light.
Water vapour in the air is matter in the gaseous state which is transformed to the solid state (ice crystals) when it comes in contact with a relatively cool surface. This is the mechanism by which the frost and ice crystals on the window pane are produced.
The camera was focused on the ice crystals on the window. The Christmas tree lights are at a greater distance from the lens and are therefore out of focus, so the individual bulbs appear only as enlarged globes of colour.
When these globes of light overlap, additional colours are produced. The three primary colours, red, green and blue, produce the secondary colours of yellow, cyan, and magenta. When all three primary colours (or a primary plus a secondary made from the other two primaries) combine, they add up to white light as shown by the white portion of the yellow globe near the bottom centre of the photograph.