In the above procedure the ground uses only ambient light, this is necessary so that the image on the ground is not dependant on, or influenced by the lights in the scene, and thus matches the background image. But because the ground is not affected by the lights, it will not receive shadows. If you want shadows from the figures you should be able to get them by laying a One Sided Square prop over the ground, and using "Shadow_Catch_Only" on the square. Though I must admit this bit is only theory, I haven't actually tried it.