If you don't have a shadow, you may be a vampire.
Or you need to go to "file" in the top left, and in preferences turn on shadows.
PS, I just met a real life unicorn, so I'm in a good mood, but generally, asking basic questions like this will not get you a friendly response. I'd advise your first shot should have been to search "shadows" then, failing that google "FPSC SHADOWS TURN ON" then failing that, call Lee on his helpline that he operates 24 hours a day. And THEN post here.
It's cool though. I hope you find what you're looking for. And maybe a unicorn too.
I want robotic legs.