"All boxes unchecked" in import, as the prop's creator suggests, loads the castle the way he intended it. The grass isn't quite at ground level, but if you don't like the default position you could move it around and then save.

The ground shadow is just a guideline used in preview mode to aid in positioning your props and figures. It doesn't help much with gigantic sets like the castle, where a terrain mesh is intended to cover or replace the ground plane.

As far as I know, the ground shadow doesn't show up in renders, whether it's turned on or not. When you render an image, Poser will create real-world shadows based on the positions of your light sources, provided you have "Cast shadows" toggled on in the Render Options panel.