
    what rudy means is that in scene mode
you have to add a light then click it and a window opens up and  you go to the advanced tab and click that 
and then make sure shadows is ticked and then make sure that you tick ray traced as the manual probably doesn't tell you that the other shadows are buggy 
and then close that window and insert an object via The Build menu (hey you use tghis menu to put a light in too 

 ) 
then  double click the object or use the drop down Settings menu and change the elemments settings (our element being the object) 
and make sure that casts and recives are checked in the window then close that window and do a  render.
via  Render>Render image
show us what you render 
easypeasy 'cept when you are starting and it's all really  confusing?