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Like in real live you need smoke/fog to make a laser visible. Play with VDB fog that could work.
You can also use a Mesh Light, that might be easier to set up and render than volumetric effects. You won't get glow around the Mesh Light, but you could render it out as a separate AOV and add glow in post.
A laser beam effect can be achieved by using a high 'lens radius' and a low cone angle (atmosphere volume enabled). Here is an example:
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