Volumetric lights

Is there any way to create volumetric lights as in the attached example?

I know it can be done easily in Twinmotion by selecting haze in the spotlight attributes but I cannot seem to achieve this in D5, I have tried the Stage lighting and even though it has a haze option it does not work even close to image or Twinmotion.
Does anyone know how to achieve this? or what I may be doing wrong?

Hi mate, that needs you to turn on Fog and Volume Light in D5, so the effect will be more obvious.