For clear ice cubes:
Use filtered water, not straight from the tap.
Boil it and let it cool down.
Boil it a second time and let it cool down.
(this double boil gets rid of dissolved air in the water, which is a big source of haze)
You may need to slow down the freezing by putting your ice mold inside a bigger tray filled with water - fast freezing from the outside in also contributes to haze.
Now finish with your ice cube mold and drop the lemon in as planned.
Lighting you're on your own =) But I think a back light to shine through the lemon would make it pop even better than the stock photo you linked, and maybe a side light to catch the peel and give it texture.