First, this is the simple, just to set up a smoky light ...

Add noise to the volume light:

This is how to make those dust streaks you see in light coming through windows, in forests, etc.

Make a direct or spot light [make sure shadows are on] and add the volume light effect in the atmospheres rollout at the bottom of the light.

Click on setup button and set to exponential and adjust the density as desired.

This shows a possible setup through a window with volume light, but not broken up yet.

Add a radial gradient to the projector map of your directional light, then add noise.

You will have to click on the button under Project Map and select your material from the Mtl Editor ... be sure to select Instance when asked. That way you can make changes in the Material Editor and your light will change.

Make the material [diffuse slot/gradient ramp] ...

Instance to the projector of the light ... turn on the projector ...





Make sure your attenuation ends before a wall or floor, or you will project that map onto a surface. Another option is to simply use exclude so the light does not strike the floor at all. To case a nice light on the floor, clone the original light, remove any excludes, make the attenuation go past the floor depth, and remove the volume light effect.

You can soften up the cast light on the floor by making a little Photoshop mask and adding that as a cast projector light to the #2 light ... you can adjust the position and size in the map ...

Hit Apply, select Place, and view image ... then you can move the image around and make quick renders until you see what you like.