I am puzzled about the way to get obvious light rays or volumetric lights. I would like to shoot an indoors seen with beems of sun light coming from the window.
Haze machine. Note this-there is a difference between a smoke machine and a hazer. Smoke tends to clump (although, you can get some great results) while haze spreads out more evenly. Basically, on a professional set haze machines are normally used because you can get a good result quicker and easier. Not to mention that haze tends to dissipate slower and the particles will "hang" in the air for a long time.
Aside from the haze, you need a fairly powerful fixture to cast beams across a distance. I would say at least a 2k if you want to see the beam across more than a few feet.
In the grab below, we used a haze machine but the light (a 1k) was practically right next to him to be able to see anything and even then the beam was fairly diffused. Ideally you'll find a room with a lot of sunlight already streaming in and fill it with haze, that works really well.
A bright but small pin point source needs to be back a distance from the cucoloris/ blinds, etc. you're shooting through to get a sharp edged definition of rays and shadows into a somewhat dim room. Haze as suggested is needed.
The sun, which does this task well. It's a powerful but small light source [because of it's distance from us] that goes millions of miles and then it hits some obstruction (clouds, blinds, etc.) and cast rays and shadows from a relatively close obstruction proximity point to where it finally strikes. Dust (haze) in the air helps define these rays by reflecting light toward the viewer. Do the same basic set up and you get results.