You can’t photograph the light beam itself unless something in the air is scattering that light toward the camera. Visible “rays” usually need dust, mist, smoke, or haze to make the beam show up.

To improve your chances:

• Look for particles in the air: dust indoors, mist/fog outdoors.
• Use a dark background if possible; the beam shows up better against darkness.
• Shoot in manual mode so the camera doesn’t brighten the whole scene and wash out the effect.
• Start with the aperture you want, set a normal exposure for the room/scene, then underexpose by about a stop and adjust from there.
• Review the result and fine-tune shutter speed/exposure until the beam is visible without losing the scene completely.

These scenes often have very high contrast, so you may not be able to capture both the bright beam and the darker surroundings perfectly in one shot. If needed, use a tripod, take one exposure for the room and another for the light ray, then blend them in post-processing.