Dust particles in Cinema 4D are extremely useful, especially in combination with god rays or when doing a macro shot. There's a variety of ways to create them such as with Thinking Particles or X-Particles, but today I'll show you an easy way using Cloners, Random Effectors and simple geometry.
Creating 3D dust is a fairly straight forward process which I'll cover below. You may have seen other products such as Greyscale Gorilla's 3D Dust Particulate selling at at a whopping $100 USD. If you're looking for a very complete kit, I definitely recommend looking into their product as it features advanced animations with more realistic wind turbulence, and 20+ presets to play with. However, if you're looking for something simple that gets the job done, look no further and download the attached sample scene and .abc files.
Your particles will be minuscule (mine are at ~0.1 cm), and they can really be anything you want so go nuts! Here, I made some simple shapes just to get enough irregularities in shape and size. You should avoid using shapes with heavy geometry like spheres or any rounded shapes. The simpler the better to keep things running fast.
Put those particles in a Cloner Object and change it to Grid mode. Set some reasonable amount of instances to something that won't crash your machine. I have it set to 20x20x20. Note that keeping a cloner object in your scene may make your machine lag so consider merging your cloner to a single shape when satisfied. You can also export it to an alembic file which is very easy to work with afterwards.
Apply a Random Effector to add irregularities to the grid of particles, and set a Turbulence Effector with an Animation Speed of your choice. This will animate the particles and move them very slowly through space.
Lastly, let's add a Camera and some Depth of Field Blur by lowering the F-Stop value. This will make it look like we would expect, and hide the fact that the dust particles are tiny grey shapes.
That's it! Play with different shapes, sizes, and Random Effector settings to get the results you want. Export your creation to an alembic file (.abc) for an easier drag-n-droppable template and you'll be good to go!