First of all I would like to say that I love Ubuntu Budgie. It’s fast, secure, bug free and elegant. I have almost replaced my Windows 10 with this.
My question is that I want to add transparency effect on all program windows/form just like we have it in the panel. How can I do it please?
That is a theme issue.
Some themes such as Arc theme have some transparency.
Others like the default Pocillo are called flat themes which mean the windows have a consistent uniform but no transparency.
If you don’t mind green you can try the linked theme.Fantasma - Gnome-look.org
Transparency without blur behind transparent areas goes against readability most of the time, foreground gets « melted » with background, sort of.
Blur helps « detaching » layers.
Unfortunately, no out of the box blur in GTK. So your best chances to achieve those styles are in KDE/plasma nowadays.