volumetric Volumetric and non Volumetric light in one scene

[erwin 0]

I would like to have a an object submerged in a volumetric light, and on the same way lit bey a separate light which should not be visible?! Quite easy in C4D... but with cycles?!

I'm using the way explained in this video  https://insydium.ltd/support-home/video-manuals/cycles-4d-video-manual/tips-n-tricks/volume-lighting/  
Perhaps there is another way to have the Volumetric attached to the light and not the scene?