You can add shadows to your images on the template creation page.
Set up the template as usual (choose your background, file size, file type, etc)
Scroll down to the last part of the template to the section titled "Shadows and Reflections"
Choose the type of shadow you want to use
Set up the shadow position and size
Check the preview on the upper right to ensure your settings are correct
Click the 'Next' button once you're happy with your settings