Hey guys,
as Vincent already said you need to set the refraction and the IOR.
The IOR is set to 1.5 by default. If you need to change that value go to Materials -> Edit.
For me the IOR of 1.5 looked quite good for the default primitive objects.
Now you only need to get control over the refraction. Add an output and change its usage to 'refraction'. Feed a grey scale white solid colour into it and let Substance Designer compute the outputs.
Don't forget to change the renderer to iRay. It should look like Vincent's example now.
Best regards