The Properties editor, on the Render tab, in a panel called Fill the Air — the same place Blender keeps your render engine and sampling settings. It is not in the 3D viewport's N panel.

Yes. It renders in both Cycles and EEVEE with no volumetric setup needed, and that was measured on 4.2 LTS, 4.5 LTS, 5.1 and 5.2. Cycles resolves finer detail inside the beam; EEVEE's volumetrics are grid-based, so the pattern in the air is softer there. The pattern landing on your surfaces is identical in both, because a gobo here is a camera-invisible cutter rather than a texture wired into the light.

No, and it is not sold on speed. At matched brightness the beam cost about 16% more than a fog volume doing the same job — measured, 4.33 seconds against 3.74. What it buys you is separability: fog makes the air visible by taking brightness off everything else, and a shaft does not. If you want a beam without regrading the shot, that is the trade.

No. Fog is the correct simulation and this is art direction — an emissive beam you can point, shape, colour and switch off without touching the rest of the frame. If your shot needs light to actually scatter and occlude, use the fog presets, which are in here too.

Yes. Select any light in any scene — nothing needs to have been made by this add-on. The cutter parents to your light and links into its own collection, and the throw is measured from what the light is actually pointing at: a tracking constraint's target, or a raycast down its own axis, rather than an assumed distance.

Yes. Load any image Blender can open — PNG, JPEG, EXR, TIFF — and it becomes the cutter, projected into the air exactly as the built-in patterns are. It keeps its aspect ratio rather than being squashed to a square, and it is read as non-colour data so a stencil is not put through a colour curve that would soften every edge in it. Bright areas pass light by default, and one button flips that for a gobo scanned the other way round.

The beam is an ordinary mesh with an ordinary emission material and the gobo is an ordinary plane — both in your scene, both editable by hand. Nothing is hidden, nothing phones home, and there is no library that has to stay installed for the render to work.