I was reading this site by a developer using Unity but I’m curious how he’s got this nice dusty light effect under each of the lights. I mean it’s not dust but I don’t know how to describe it.
Find the effect in a game you can play, and walk around. There will usually be some visual artifacts that give a clue how it was done.
A cheap, common method (D&D OnLine does this) is to drag in a plane (or your own “plane with some bends in it” mesh,) create a “foggy” texture with a Transparent shader, and drop the transparency quite a bit. At first it will look like a glass wall with bird poop all over it. But, enough tweaking and it starts to look good.
That trick is mostly for shafts of light, or spiderwebs.