Learning how to draw shadows is an important skill in art which you need to master. However, it needn't be difficult and this tutorial video covers several basic shapes to show you how and where shadows fall, depending also on the direction of the light.
It also shows you how shading is used simply, to define the shape of an object, be it round, flat or spherical.
Once you have this knowledge, it's an easy matter to do the same thing, using paints instead of a pencil...