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Hi River Piece,
There isn’t any official documentation yet, but I’ve got a simple setup tutorial on my personal site that should help you get them setup and using them here](://timhobsonue4.snappages/lighting-capsule-shadows).
The setup should be pretty straight forward though with creating a simple physics asset and assigning it to any skeletal mesh. 
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Capsule shadows are really cool but I have one problem with them. When I use them with static skylight or no skylight at all their directionality seems to be way off. It seems that I can’t get nice blob shadows under my character but only to other side. I tried with every settings but it seems that there isn’t possibility to adjust capsule behavior to be more omni directional. Just oldschool ambient occlusion without directionality.