You could indeed use a Cube with a Volume Scatter (or Principled Volume) Shader, ‘encapsulating’ your Scene, but that would be very ‘expensive’ (in computer time and calculations).
You can also use a Filter > Glare, set to Fog Glow, Node in the Compositor.
There are other ways to fake that of course, it all depends on the exact effect you are going for and as often: each project is different.
