Use The Exposure Adjustment Layer To Create Shadows
One way to paint realistic looking shadows non-destructively is to use the Exposure Adjustment Layer.
Start by sliding 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. Use the Brush tool and paint with white on the mask to paint in shadows.