For the beam itself, you can create it using a long thin tube with an opening at one end and a small light source at the other end. Kinda like this:
The light source needs to be very small and very bright for best results. Of course, it needs a volume fog or some other medium to be visible, and it only really works for short-ish distances before the light beam begins to disperse... but it is a quick and easy way to create a laser beam that interacts with the environment.
If you need a really long beam with no dispersion and don't care about interaction, you could always fake the beam entirely by using a long luminous tube and then play with the transparency texture until it looks more natural