Hi Graham,
In order to cast shadows you do need to have a plane, or some object where ever you want your shadows to be. These would be called “shadow casters”. ie. if just shadows on the floor, then create a floor plane, if shadows rise on a building or lamp post, use a cube where the building is, and a cylinder where the pole is.
THEN, apply a compositing tag to the shadow casters (the plane receiving shadows). In the compositing tag check off “composite background” and uncheck “cast shadows”.
Finally, set up a light, turn on shadow maps and render.
Hope this helps,
Chris