Ceramic lighted Christmas trees have been popular for decades. Traditionally, they are painted with three coats of ceramic glaze and fired at a high temperature. The tiny lighted bulbs on their branches aren't really light bulbs at all, but are little plastic bulb-shaped pieces that are glued on, then lighted by a single bulb that goes inside the tree.
Find a good ceramics studio where you can take lessons in how to apply fired glazes to ceramic pieces. You will need to learn on something small and inconsequential before tackling a tree.
Buy a greenware tree in the size you want from the studio.
Sand and scrape the mold seams off the greenware tree with a small ceramic knife and sander in the manner in which you were taught at the studio on the first few items you made. Smooth the seams out with a dampened sponge. The scraping knife, sander and sponge can all be purchased at the ceramics studio or at an art supply store.
Have the studio fire the greenware tree, which will turn it into bisque.
Apply three layers of green glaze to the bisque tree, allowing each coat to dry thoroughly before applying the next one.
Have the studio fire the glazed tree.
Glue the tiny "light bulbs" in the holes that are in the trees branches with white Elmer's glue that will dry clear. The bulbs are lighted by placing a night-light type bulb inside the hole in the bottom of tree and turning it on. These items can also be purchased from your ceramics studio or from an art or crafts supply store.
Buy extra light bulbs to have on hand for replacements if one is knocked loose and lost between holidays.
Be careful to apply the glaze evenly because it runs when it is fired, and could leave some areas of the tree not glazed if care is not taken.