An attachment was used in most of the pictures. Basically a piece of opaque plastic. Very unsafe imho, it's threaded into the front, and any actual use as a "lightsaber" could very well produce enough force on the joint to break it off. At which point you have 1W+ beam shooting out.
Nothing was used in the second picture, except that the camera didn't really capture the way it actually looks. The beam in real life would appear to be a deep blue, not purple. In order to see the beam of a 1W+ 445nm laser (like the one pictured) you really don't need any smoke, or fog, just make sure it's dark. Of course humidity, fog, smoke, or even just dust in the air help.
I would suggest staying away from this kind of lasers, the diodes in them tend to be poorly heatsinked, and as a result don't last long.