CRYENGINE supports volumetric effects for Point Lights without the need for additional geometry, simply by applying a material to the light entity and setting it up as a projector.
Add a light into the scene via RollupBar -> Entity -> Lights -> Light
Open the Material Editor and select the following material: materials/lights/light_beams/lightbeam_floodlight.mtl
Make sure the Light entity is selected, then right click on the material in the Material Editor and "Assign to Selected Objects".
You should see the Material appear on the light in the RollupBar:
Last step you need to do is apply a texture to the projector settings in the light.
In the light properties, scroll down to the "Projector" section and then in the texture slot select a texture, something like: textures/lights/softedge.dds
If all was done correctly, your light should now be projecting volumetric effects via the LightBeam shader:
Fog accepts light diffuse color and also casts volumetric shadows:
It also functions with light styles and in conjunction with some settings in the LightBeam material, you can create some funky setups!