Object goes completely black after hitting play button.

Hi everyone, basically I have two (probably very simple) questions.
First of all, I am trying to create a simple scene with sci-fi buildings (without textures/materials, just plain simple 3D models), unfortunately when I press the play button all objects are black.

Secondly, I would like my buildings to have shadows on them, as in the left screenshot, as it actually looks like the one on the right.