in carrara and other apps…when using a spotlight u have an option of making a visible light cone….light rays…..to simulate dust in the air ….u know?…and 3d shadows and stuff…how is this done in houdini?

One approach is to parent an object that contains a Volume built on the frustum of the light. Adding animated noise through the fog volume to make it non-uniform is nice to add

Adding a noisy image to the cone light's projection image works well too.

If you want to add dust, I'd scatter a point cloud in the volume and render that directly as dust. pscale in the Point SOP will determine the point size. Set the “render as points” option for the object.

See the example attached file.