Did you set the DirectionalLight intensity to something like 20 or 50 lux? Additionally, you can find the “Cast Shadows” checkbox in the blueprint itself.
By default, It should be disabled. If not, disable that.
It should look like this
If that doesn’t work, try adding a SkyAtmosphere to the scene.
Oh yeah, don’t forget to scroll down and click on Recapture on the details panel on the SkyLight, Screenshots will be greatly apricated if possible