ChuckGC shows how to set up volumetric lighting and god rays using adding a volume to his scene and applying a Volume Scatter shader. He then applies a texture to the spotlight in the scene with an emission shader to add extra detail to the light, suggesting the light source is behind stained glass.
I have a LONG history with Blender - I wrote some of the earliest Blender tutorials, worked for Not a Number and helped run the crowdfunding campaign that open sourced Blender (the first one on the internet!). I founded BlenderNation in 2006 and have been editing it every single day since then ;-) I also run the Blender Artists forum and I'm Head of Community at Sketchfab.
