hey all, im abit new to working with lights. 

a quick question.

I want to creat a spotlight shining down upon a figure in a tottly black room. Sort of like a light from the heavens shining down.

can anyone point me in the right direction on how to do this?

Maybe...
For the light:
X-tran:  same as figure (but see below)
Z-tran: same as figure (but see below)
Y-tran:  same as figure + several (adjust, according to taste)

With the light still selected, go to the Object menu, then the Point At tab, and select the head of the figure, or experiment with selecting other body parts.   Depending on the position of the camera, you may find that the lights give something more like the desired effect, if they are slightly adjusted towards the camera, using X-tran and/or Z-tran dials, rather than being truly vertical.

If the character is in an actual 3D room object, remember that the Y-tran for the light should be lower than the height of the ceiling.   If it isn't, the illumination may show in the preview, but it won't in the render.

how do i auctuly get the cone of light to show through the air though?

Put something behind the figure. A square should do just fine. Scale it up so that it covers the entire background, and set its color to black.
It's probably best to put the square quite a distance behind the character, like several feet.

Now switch to the Material room. Click on the leftmost dropdown (the one indicating the figure/prop you're setting materials for) and choose Atmosphere. Turn on Volumetric ligthing.

Switch back to the Pose room, and select your spotlight. Turn its volumetric strength up to 0.5. 
Do a test render at low quality, but with raytracing enabled.
Play with the volumetric strength until the test renders look like you want the lighting to look.
Then do a final render.

Warning: rendering volumetric light is extremely time-consuming!