Shadows
In the following example you can see a simple scene with a couple of spheres and a floor. The spheres both cast and receive shadows while the floor only receives them. For shadows to render correctly your scene will need at least 1 light.
Blurring Shadows
To create a more realistic effect you can blur your shadows. You do so by accessing the shadow pass from the renderer and setting the amount of passes on the blur object.
An example with shadow.blur.passes = 1;