Hey fundation2000,
The effect shown in the image looks to be a per-pixel light ray shader.
If you have some familiarity with shaders, you can actually make your own using the Construct 2 SDK. Construct 2 shaders are coded in GLSL.
I've been making shaders off and on for a while, so If I end up building that shader myself at some point, I'll let you know.
You can also try creating a very similar effect with C2's built in lighting system, but I suspect that it won't have the same per-pixel fidelity seen in the image above. That is because the C2 system casts shadows based on collision polygons instead of individual pixels.
That said, using C2's built in lighting, you could create a lighting system on it's own white layer, such that you're casting black shadows onto a white background. You could then use effects to invert the layer colors, so you're now casting white shadows onto a black background, and finally "Screen" blend that into the final scene, and adjust the layer opacity to make it more subtle. Screen blending will make the black area appear transparent, and the white rays will act like an illuminated haze.