hmm…
Go ahead and put a point light in the level right next to your objects and set it to movable in the details panel. Also, set its intensity and range really high in details panel. If you don’t get any noticeable, dark shadows for that one, then you may have some setting somewhere turning shadows off.
If that movable light does give you shadows though, then it is probably just the intensity/range of your current lights that are the problem. Your screenshot doesn’t say you haven’t built them, so I assume you have built a bunch of lights, but they just aren’t strong enough.
You need to keep in mind that it is a bit harder to get really defined shadows with static lights as it is with stationary/movable lights. Static tends to sort of just blend in with the whole area a bit more. If you really, really want a defined shadow, you should probably try stationary or maybe even movable lights (you shouldn’t normally use movable lights unless you are intending to move the object, but they definitely give a dark shadow if you really need one).