There are many small free utilities that allow you to add shadow to your pictures. But I always prefer online tools than desktop tools if they offer the same quality.

PicShadow is a free online tool that lets you add shadow to your images in three easy steps! Upload you image from PC or a URL, set shadown options and press the button Generate!

It is very fast and easy to use. Plus there is no installation, signup or registration required, so no worries about malwares, viruses etc. It’s all safe to use.