Think of it this way:
Take a laser pointer, and point it at a wall.
You'll see a dot on the wall (hence, why they're popular for presentations). Why do you see that dot?
It's because the light is going from the laser pointer, hitting the wall, and then some of that light is reflected back to your eye.
Why don't you see a continuous beam? Because there isn't much reflecting the light between the pointer and the wall, so there's isn't much chance of reflected light getting to your eye.
If you then massively increase the number of particles between the laser pointer and the wall, there's no much more chance of the laser beam hitting some of these particles between the pointer and wall, and bouncing to your eye.
Hence, you can get these beams of laser light by using some sort of spray, or even just using the laser beam in a very foggy area.