I'm using Nikon D750, dlsr camera.
How can I capture the ray of light as represented in these two black and white photographs?
I mean in terms of ISO, Aperture and shutter speed and Filter use.
The first step is to find a situation where the atmosphere is right for such effects to appear to the naked eye - whether it's steam or fog or dust or whatever else in the air that is reflecting the light. Once you have that, pretty much any lens, aperture, shutter speed, and ISO should suffice to capture it. Gear doesn't create the subject matter, it just captures it.