Could someone please explain to me how to make light rays. for instance, if you look at Furyo's beautiful map, inside the church you can see light rays shining through the window. How do you create this effect?

One method is with Volumetric Light Effects:

http://www.akilling.org/akg/tutorials/wiseVol.asp

Appalachian Killing Grounds - Source mapping has some of the best HL2 mapping tuts. This and Interlopers.

http://www.akilling.org/akg/

http://forum.interlopers.net/viewforum.php?f=11

:)

I haven't seen the screenshot myself but i'd wonder if its an HDR effect?

I doubt it, AFAIK you just make a brush based entity then whip on a texture and call the entity something. Also AFAIK HDR is a type of rerenedering that rerenders existing light stuff according to 'ammount' of light on screen. It does not create volumetric lighting and to do that would be absurd, beams of light aren't really that bright as viewed from side on.

Also for light to occur like that the air has to be full of particles to reflect off, so I suggest also making the whole area filled with those little dust particles that HL2 does so well.

Frist map it was used on was on de_train from CSS. decompile this map and look at how they did it.