How do you get the glaze or almost "shiny" frosting? It looks painted, I have seen it in gold/ silver and pink so far?

I think you are talking about luster dusts. They are a fine powder that you can use dry or add to alcohol and paint on.

where can you buy them?

most cake and candy stores..........craft stores tend to only carry the shimmer dusts which are NOT the same........you can order them online from tons of places www.sugarcraft.com
www.cakesbysam.com