what rudy means is that in scene mode
you have to add a light then click it and a window opens up and you go to the advanced tab and click that
and then make sure shadows is ticked and then make sure that you tick ray traced as the manual probably doesn't tell you that the other shadows are buggy
and then close that window and insert an object via The Build menu (hey you use tghis menu to put a light in too
)
then double click the object or use the drop down Settings menu and change the elemments settings (our element being the object)
and make sure that casts and recives are checked in the window then close that window and do a render.
via Render>Render image
show us what you render
easypeasy 'cept when you are starting and it's all really confusing?