Use The Exposure Adjustment Layer To Create Shadows
One way to paint realistic looking shadows non-destructively is to use the Exposure adjustment layer. Slide the Exposure slider to the left, until you get a dark color appropriate for the shadow in your scene. Then click on the Exposure adjustment layer mask and press Ctrl I (Mac: Command I) to invert the mask and hide the effect. Then use the brush tool and paint with white on the mask to paint in shadows.
If you want to use a shape, such as the heart or the star, as a selection, then press the Q key to enter the Quick Mask Mode. Then you can use any of the paint or shape tools to make and adjust selections.Use black to hide pixels and white to reveal them. You will see a red overlay over sections of the image that will be hidden. Exit the Quick Mask Mode by pressing the Q key once again.