The usual way to make “light beams” is to model the beam in 3D, with lots of additively blended planes, cylinders or whatever that works.
E.g. once upon a time here I used about 5 cylinders of different radii, with a shader that does additive blending. Additionally, each cylinder was mapped diferently in UV, so that scrolling a noise-like texture would produce a seemingly noisy movement in the “beam”.
Making stuff glow with the built-in glow effect is just making sure some high values are output into the alpha channel. The built-in Particles/Additive shader does not write anything into alpha, but removing ColorMask RGB from the shader will make it write to alpha.