Caustics. This will make the light go through the sphere, get refracted by the dielectric and throw a liminous pattern on the wall behind the sphere. Activate Caustics in the Render Globals, then set the light to emit caustics photons.
Well, it seems that the color of the volume doesn't affect the color of the light. This is easily remedied by giving the photons of the spot light an orange color.
Animation. By animating the parameters of the fractal and the noise nodes, you can get interesting effects. You may want to try keyframing the solid fractal's frequency ratio, going from -1.3 to 1.3.
Rendering. Throughout the tutorial I gave for granted that the reader knows how to render in MR, including Global Illumination and Caustics. A little reminder for this scene is to set GI in the Render Globals for both surface and volume. Also, you don't have to be content with the render, you can always import the result in Photoshop and make adjustments.