A video version is here.
I learned this method from jag11 on the DAZ3D forums, who is thanked for permission to use it in this tutorial!
In 3Delight there's no way to create atmosphere or godrays (the rays that are visible when light passes through dust or particles). There are products to facilitate (one of them mine), but most are either not the easiest to use or ultimately just a faking of a feature the engine lacks. Many artists use postwork instead.
DAZ Studio 4.8 Beta's new Iray engine also lacks a native mechanism for creating atmospheric volumes - but it can be easily convinced to produce them! They will come from your lights and react to objects in your scene. I did a test image of Jack Tomalin's Chapter House Iray scene (free to Plat Club members