I don't think you have to do anything to "make " shadows.
In sketchup, you can toggle the shadows on and off - VIEW > SHADOWS
In NL2, the program makes the shadows from where you put the sun. If you use a custom environment and forget to add the sun the shadows will look dull and maybe invisible. If you use NL2mat on the object there are some options in the NL2MAT editor under the Advanced Tab. There are options like 'Receive no shadow' or 'cast no shadow'.
I hope this helps, feel free to ask if you need more help.
Plantoris