Carrara won't create the layer because the light cone isn't a post effect. It should still show up in your beauty pass at least. (All the passes together)

If it's not, we may be looking at a bug.

One option is to render the light by itself with the alpha channel enabled and the backdrop set to pure black. That would put the cone effect on it's own layer for compositing, but you may have to mask off any objects that appear in front of the cone.

JT