This scene is created in Maya Software and composited in After Effects Software. Window in a room is been modeled.
I have first created an Ambient Occlusion scene, then a scene with Fog coming through the window and then a scene with sky effect on the shadow.
These scenes are rendered and the images are used in After Effects to give dust particles effects to the fog. All the 3 scenes are combined together to form 1 scene.
CC Particle World efffect is used to give dust particles effects to the scene.