I'm sorry, that's my fault. I did it as a shader on a Poser surface instead of a Light.

You plug the output directly into the Color of the Light node, as in the above pic.
Yes, there needs to be a backdrop of some sort in the scene to catch the light and shadow.

"If I were a shadow, I know I wouldn't like to be half of what I should be."
Mr Otsuka, the old black tomcat in Kafka on the Shore (Haruki Murakami)