If a dress is so see-through that light shines through it, it's diaphanous. You could also call it "sheer" or "transparent," but diaphanous sounds much fancier.
If you want a classic example of diaphanous clothing, check out all those nineteenth century Romantic paintings of goddesses clad in lightweight gowns flouncing around in the middle of forests at night. Those gowns are diaphanous, and so are the fluttery translucent muslin curtains in your kitchen window and the gauzy tutu your little sister loves to wear. The Greek root, diaphanes, "see-through," combines dia-, "through," and phainesthai, "to show."