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.
For more tips and tutorials, subscribe to Photoshop Training Channel on YouTube!