From the side, a beam of light is only visible if part of the light is scattered by objects: tiny particles like dust, water droplets (mist, fog, rain), hail, snow, or smoke, or larger objects such as birds. If there are many objects in the light path, then it appears as a continuous beam, but if there are only a few objects, then the light is visible as a few individual bright points. In any case, this scattering of light from a beam, and the resultant visibility of a light beam from the side, is known as the Tyndall effect.
For the purpose of visibility of light beams from the side, sometimes a haze machine or fog machine is used. The difference between the two is that the fog itself is also a visual effect.
Searchlights are often used in advertising, for instance by automobile dealers; the beam of light is visible over a large area, and (at least in theory) interested persons can find the dealer or store by following the beam to its source. This also used to be done for moviepremieres; the waving searchlight beams are still to be seen as a design element in the logo of the 20th Century Foxmovie studio.