For a figure, you can toggle "casts shadows" for the individual body parts, but not for the whole object. Just what you need for something like the cyclorama. Lighting on all these scenery-background objects can be tricky. The lights need to be coming from the same side of the vertical backdrop as the camera is looking from. It can help a lot to use ambient_color rather than diffuse_color for the actual backdrop material. Often the provided lights are not all that good.