Can I get shadows on a sprite?

So I am making a game with 2D Characters in a 3D world,and was wanting to know if its possible to have a sprite character have lighting effect it like a 3D object such as shadows.

Help would be appreciated.

Like Sprite dlight? http://www.2deegameart.com/ , dont know anything about 2d sprites in unreal but if you can put a normal map to a sprite material/sheet it should be doable to get some shading.