I think you can find some info in this topic

https://my.aximmetry.com/forum/postdetails/53-volume-light-effect

Thanks Ahmed for providing the link.
In the latest version the example scene are added into the [Common]:Tutorials\Volume Light folder.

Regarding the Fog you simply have to wire your Camera output through a Fog module:

Fog calculation is based on the Depth Map provided by Camera along with its output video. You can choose linear or exponential fog modes.
In case of Linear you have to specify a Near and a Far distance for min and max fog.  For Exponential modes Density is used.

You can also add a height fog that is calculated relative to an arbitrary plane specified by a Clip Plane object  (which is usually the floor/ground plane):

You also have to define Height Near and Far distances for this effect:

Thank you, the problem has been solved.