There are render engines who make it easy to implement and visualize effects such as volumetric lights. When it comes to add effects, this is one I usually add manually on photoshop. Other than rendering volumetric light, this is the method I use to replicate volumetric lights, even though there are many others ways to do the same.
No volumetric light
For this tutorial I rendered this image with Vray, leaving prepared the high contrast between light entry and a darker background. We are going to create the effect within photoshop which will be divided in 4 simple steps.
1. Brush creation
The first step is to create the brush we are going to use to create the effect. Lets open a new document with 500x500px. After that, select the brush tool and place a black dot in both top left and bottom right corner. The only thing left now is to save our brush in Edit – Define brush preset.
2. Brush settings
Back to the main document in a new layer, we select the brush tool again and search for the name of the brush we just created. The next move is open the brush settings and select the Scattering option. There are two values we have to set. The Scatter value I set at 200% and the Count value will depend on how dense you want the brush. After defining the values we just have to select the area we want our light in and paint it.
Since we are going to apply two different blur filters, the next thing to do is duplicate the layer, naming the original layer Gaussian, and the duplicated layer Motion.
3. Brush & Blur applying
We will apply the Gaussian Blur filter to the Gaussian layer. I set it at 25, but the value may vary, depending on the size of the brush and the scattering values. With this we will get the volumetric light effect.
Switching to the motion layer, we will apply the Motion Blur filter. While the Gaussian created a soft light spot, the Motion will create what you could call beam rays, which in this case will be our sun rays.
4. Motion Blur Layer Blending
Still, the sun rays in my opinion did not look that realistic together with the volumetric light because they were too notorious. You could even see it going out of the respective volumetric area in the last step. To fix it, we will apply the Soft Light blending mode to the Motion layer, so it will blend with the Gaussian blur. The Overlay blending mode fits well too.