1. First you make sure that your image that you wish to add ad a shadow too is cut out on a transparent layer. Then you leave enough space for the shadow to go.
2. Next you open up a new layer, then change it to the colour white and drag the layer under the image layer.
3. Then you set the foreground colour to black.
4. Then Look to see if the shadow layer is active and press "ctrl" and "t" at the same time. You will see a bounding box with 8 little squares; see where the light is hitting your image and move around the arrows to the right places. Warp the bounding box by pressing "ctrl" and clicking on the squares. Move the shadow to fit nicely with the image. When you're done, press enter or press apply.
5. Activate the shadow layer and adjust the opacity so the shadow is slightly lighter than the object/person.
6. Next you activate the copy of the shadow layer set the opacity of this one low so you will see a gradient going from black to grey and lighter.
7. Resize the copied layer so it is just bigger than the original, this gives the shadow a nice fade on the edge.
This isn't really finished and you don't fully explain how you perform the task here.