For a light beam to show you’d need some kind of fog or smoke to make it visible (just like in real life ) this is achieved by a thing called volumetric (light). You can Google volumetric light in eevee (or Blender) for some beginner tutorials.
Basically you need to create a shape to act as a container for fog - like a cube and in shading tab connect for example Principled Volume node to volume output. alternatively you can put that node to World material output. Its a little more complicated, so you’d need to research a little, but nothing tremendously hard But with this, there will be other problems to solve, like the volume will catch every light in the scene, not only the spot one, and in order to fix that afaik you’d need to dig into visibility layers and Compositor part of Blender. So maybe its worth to wait with volumetrics a little longer into the course, when you are more comfortable with Blender But dont let me stop you! If you really want, go for it!
This is a very nice scene btw!