I am not sure is there any difference between Volume Light effect and Volumetric Light Scatting effect

or did Volumetric Light Scatting replaced Volume Light effect

because when I looking up the internet the code seems completely different

Volume Light

http://developer.download.nvidia.com/SDK/10.5/direct3d/samples.html

Volumetric Light Scatting

http://http.developer.nvidia.com/GPUGems3/gpugems3_ch13.html

"if there are different" then when should I use Volume Light and when should I use Volumetric Light Scatting?

sorry if I'm asking a dumb question, because I'm still a student and English isn't my first language.

The volumetric light scattering from GPUGems3 is just a godray effect. So it's a 2D postprocessing shader and doesn't have much to do with light scattering at all, it just looks nice :D

Volume Light or volumetric light, lights in fog and so on and are(to my knowledge) used to simulate/fake light inside fog(or a fog volume). Depending on the approach used you get either some not correct but quite fast and still nice looking lit volume. OR you get quite realistic(but most of the time single) scattered light in fog.

So for godrays the GPUGems3 thing is very nice, but you should split the shader into several passes, google for crytek articles they explain a bit how do get better results with less samples per pass.

The other type is nice for all local(spotlights, pointlights and so on) lights wich should light up a foggy game environment. Alan Wake uses them for most of their lights.

Anyone feel free to correct me or shut me up :D