Hi there :)

You can advantage of the automatic connexion of the alpha output to the grayscale of an image used as a texture to make decals out of images that have no embedded alpha (.jpg, bmp..)

For the shadows, if you need a .png of your shadows on a transparent background, you can use the Shadow mask created in the Multipass and use PS or similar to add it as an alpha channel in the rendered picture.(you'll have to negative it first).
Then, save the new image as a .png.

Paul