You need to enable caustics for the render engine, and have a very strong, very directional light source. Note that this will not work with volumetrics though (your example shows the light in the atmosphere, which is volumetrics, and caustics don't work in volumetrics, at present at least). So the best thing to do would be to fake it in some way :) If you just want the reflected light showing on surfaces, then you can do it with caustics.
