Let's put a projector Light
                    
                      Right click>Lights>Projector Light>Spot Light.
                    This light type and the 
                    Directional Light
                    Orthographic light casting shadows
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                     are currently the only ones able to generate a shadow map and therefor to 
                    
                      cast shadows
                    .
 
                    
                    If you expand this newly created light, you'll see that this "
                    Projector Light
                    Light emitted from a point in a direction using any 2D Layer as a map. Cast shadows
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                    " preset will simply create a projector light projection a white 
                     Uniform
                    Generate a solid, uniform image, filled with a unique color
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Uniform
                    Generate a solid, uniform image, filled with a unique color
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                     with a radial mask to create the Illusion of a round light. Note that you can put anything inside a projector light (Images / videos / compositions) and create some very nice stuff with it.
 
                    
                    Now place the Light and set it up like on the screenshot below. As you see 
                    
                      vertical/ horizontal frustum
                     is there to set up the angle of view of the projector (as in a camera), in simpler terms: it's width and height
 
                    
                     
                    
                    Place Point Lights
                    
                      Right click>Lights>Point Light. 
                    Place and set up the 
                    Point Light
                    Light emitted from a single point or sphere in all direction
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                     as showed below.
                    Just a hint : as "Fall off" and some other settings are the same on every lights, configure the first light and then Ctrl+D or Ctrl+drag and Drop in the tree to duplicate them.
 
                    
                    And before the next step, let's turn Off the volumetric parameter of theses Point lights so when we'll activate them only the Projector Light will generate a volumetric light. To do so, go into the Point light Advenced parameters and....turn int off :
 
                    
                    As you may see, every color parameters (Diffuse / Specular / Diffuse) can be set up independently. Currently we set up the light to have a diffuse light intensity of 0 but we could as well simply had dis-activated the diffuse color.
 
                    
                    Volumetric Light
                    And now, just add a 
                    Volumetric Light
                    Cast rays to generate light where there is no shadows
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                      Right click>Special Layers>Volumetric Light
                    .
 
                    
                    And set it up like that :
 
                    
                    Brightness is quite an obvious parameter and Quality will drive the number of volumetric samples this effect will use.
                    Once created, this special layer will generate volumetric from every Lights on which this option is turned on (by default it is on every Light). This layer is placed after the geometries because Smode had to compute them for the depth buffer to be accurate when it's Volumetric light turn. Try to put this layer after or before the geometries in the tree to understand what it does.
 
                    Next: 
3 - Compositing with multiple renderers