Open your image in Photoshop
Select the layer you want to add a shadow to
Click the Layer Styles icon at the bottom of the Layers panel
Choose Drop Shadow
Adjust the Blend Mode
Adjust the Opacity
Adjust the Angle
Adjust the Distance
Adjust the Spread
Adjust the Size
Click OK
Use the Move Tool to reposition the object if needed
Duplicate and blur a layer manually if you want a custom shadow
Use Edit > Transform > Distort or Warp to shape the shadow if needed
Lower the shadow layer opacity for a more realistic look