In a scene with an added point light the shapes are not casting shadows on each other. Is anything required to cause them to cast shadows?
There is nothing in the latest distribution of JavaFX that would suggest a 3D shadow middleware being incorporated in Java3D. See here for the reference. The DropShadow classes are unrelated.
Java3D is not in the business of implementing game/model engine implementations for you. Light and shadows are among the most complex topics in 3D graphics programming, and the chosen algorithm should meet your task requirement.
Here would be a code-start for the absolute simplest of cases.
I hope this helps.