The third dimension... How would you add that in a piece of paper. The drawings and paintings make use of lines and shadows, why don't our photographs?
The third dimenison on a piece of paper, also called the depth of field in photography, isn't easy to capture. You either need the right equipment for the situation or the right instincts to put the ingredients together in a correct way.
Shadows among the lines are one of the strongest of these ingredients which strengthens the depth of photographs. As some of you already understood, shadows by themselves are not enough to increase the depth. The must be used in a linear way. You have to pick a main object which has a contrasting linear shadow drop. Shadows must be place in an opposing direction to the main subject. The shadow and the object must be separetely observable as two distinct subjects in your photo. Otherwise, you'll end up capturing a silhouette or an abstract shadow installation.