Are you looking for volumetric (visible light beams) entering the room or are you looking to create a shadow in the room from After Effects lighting?
If you are just looking for the shadow, then use a 3-D solid layer placed directly in front of the light as a gobo. Then, use the linear wipe transition to create the look of a light being slowly revealed.
If you are looking for volumetrics, then you are going to want a third-party plugin like Lux.