To have shadows in D|S you need 3 things:
--a light source that has shadows turned on
--an object that casts shadows
--a surface to receive the shadow

Light sources are often set to "no shadow" by default to reduce render times, so you should make sure you have at least one light with shadows enabled.

Most objects (unless they aren't opaque) cast shadows by default, but they can be turned off.

Most objects receive shadows by default, but backgrounds do not.

If you have all 3 of these and still aren't getting shadows, make sure the light source is pointed the right way and not blocked by another object, and that you are using either software (3delight) rendering or a hardware (OpenGL) rendering that has shadows (if the latter, your grapjhics card must support OpenGL shadows).