There are some tutorials of a kind to be found here at the forum and there is a lot of information here covering many of the various aspects of gamemaking with FPSC as it stands with the EA version. Just do a search as threads go back quite a long way now. View the FAQ and read the manual. If you cant find what you want on a specific question then ask nicely and someone may help you out.
As to lighting and shadows - FPSC V1 will have a new shadow system and lighting is a subject a book could be written about.
In V1 you can have shadows automatically generated for entities or you can switch them off - all on an individual basis. Just depends on you choice of properties settings for an entity.
Now lighting and shadows cast therefrom on world objects is both simple and very complicated. All that is required is that you place some lights in your level and world object shadows are generated on your choice of settings on level/game compile.
The art of lighting itself however is rather complicated and is in part a matter for the individual and how they percieve the appearance of lighting should be in their game. With any game engine perfecting level lighting to achieve what the game maker might see in his minds eye can take much trial and error if you are fussy about achieveing high quality aspirations for the atmosphere and mood of your particular game.
Cant say any more really unless I write that book.