Spot Light Not Spotting

I have a hole in my cave wall, inside is dark and I wanted a beam of light to show through the hole.
I put a spot light inside the cave, the light isn’t in the wall either. I build the level but no beam of light…

http://prntscr.com/7rrwty

Have you checked that ‘Use Inverse Squared Falloff’ is checked?

Better way is to add a “godray”. You can built it yourself or use one in particle-tutorials