The use of a sky beam has become a trope in the last decade or so. They appear in Star Trek (2009), The Avengers (2012), Big Hero 6 (2014), Independence Day (2016), and many others. Where/when did this all start?
In the movie serial - which may not be counted as a true movie by some persons - Flash Gordon's Trip to Mars (1938) Flash Gordon, Dale Arden, and Dr. Zarkhov return to Earth from the planet Mongo in the first chapter.
Soon after returning, Dr. Zarkhov is giving a speech where he speculates about aliens from outer space travelling to Earth as Zarkhov & co. had traveled to Mongo and back, and the possibility that those aliens might attack.
Naturally, there is an immediate cut to an image of a planet in outer space. An energy beam streaks out from that planet. The energy beam is seen striking the planet Earth. Two aliens are seen materializing on the ground from the beam and planting a device in the earth of planet Earth before dying. This is the beginnng of an attack from outer space.
You can go here and select Chapter 01 to see that scene.
And so - unless a chapter in a movie serial doesn't count, and only a feature length movie counts - Flash Gordon's Trip to Mars (1938) would be the earliest example that I can remember at the moment, and thus the example to try to beat.
In feature length movies, This Island Earth, 1955, has a scene where a small plane is caught in a visible tractor beam from above and pulled into a hanger on a flying saucer.
And the Japanese film Battle in Outer Space, 1959, has scenes with alien spaceships using (invisible?) antigrvity beams on Earth structures to levitate and destroy them.
In television episodes, the episode "A Feasability Study" of The Outer limits, April 13, 1964, opens when a entire suburban neighborhood - ground, buildings, streets, trees, people, etc. - is teleported to an alien planet. And quite possibly that scene involves a visible energy beam striking the neighborhood from above.