Sure, that is easy. Here is a super quick and dirty example. I used a spotlight inside a light housing that I made from two cylinders by boolean subtraction. For the spot light set volumetric lighting, crank up quality, set some softness for the shadows, that's it. You will need to up the quality settings for shadows and volumetric effects as well as anti-aliasing to reduce noise.

There are multiple other ways to achieve this effect, too. You can use a volumetric atmosphere to achieve the effect or use area lights instead of the spot. In any case, the volumetric effect and the soft shadows will increase render time if you want it smooth and noise free.

I am not aware of any pre-build sets for Vue (only seen them for Poser or DS)

Ciao

TD