So you've added a light layer to your 3D Comp and checked the Cast Shadows option in the Light Settings dialogue. If you forgot to do this, select the light layer, choose Layer>Light Properties from the menu, and check the option).,
But still, you don't see any shadows.
That's because AE tries its darndest to stop you from using shadows, which are (they're very cruel to your computer's processor). It's not enough to enable shadows on the light layer. All of the other layers also need Cast Shadows enabled before you'll see any shadows. So select all of your 3D layers (except lights and cameras ), and on any one of the selected layers, twirl open its Material Options. Click the word "off" by Cast Shadow to change it to "on."
Don't turn Cast Shadows on for any layers that won't be casting shows. For instance, your background layer won't cast shadows, because there isn't another layer behind it to receive any shadows it might cast). Turning on Cast Shadows for these layers just needlessly increases render time, because AE will calculates the shadows even though it doesn't display them.