Hi Bernardo and welcome!!
I guess you mean god rays? Actually there is no so called procedure, since they are already mostly there. If the sun shines through "holes" in the sky, you'll get god rays. It needs some time to check out the sun's position for the look you like.
If you want to have godrays in a forest for example, when the sun shines through the misty trees, you might add a V2 cloud layer (with or without a cloud fractal as density shader) at the wanted position and check "receive shadows from surfaces" in the quality tab.