With your image open in Photoshop, use the selection tool of your choice (Lasso Tool, Magnetic Lasso Tool, Pen Tool, etc.) to draw a selection around the person:
If we look in our Layers palette, we can see that we currently have just one layer, the Background layer, which contains our image:
We need to copy the person in the photo onto their own layer above the Background layer so that we can slide a shadow in behind them, which we'll do in a moment. Since we've already drawn a selection around them, all we need to do is use the keyboard shortcut, Ctrl+J (Win) / Command+J (Mac), and Photoshop will copy the selection onto a new layer. Nothing will seem to have happened to the image itself, but if we look again in the Layers palette, we can see that a copy of the boy (in my case) is now on a new layer, which Photoshop has named "Layer 1":
To create the shadow effect, you'll need a second image containing whatever it is you want to use as a shadow, whether it's a person or an object of some kind. I want to give the boy a super hero shadow, so I'm going to use this image here which should work nicely:
