Go back to layers and duplicate layer (shortcut ctrl+j). We will create shadow now. With Right mouse click on the duplicated layer choose Blending options. Click on Color overlay and choose black color.
Move this black layer under baby layer. Select Marquee tool, then with right mouse click on baby image select Free transform option. We will transform the shadow. Try to find the best shadow position – It all depends on your picture. I will also use perspective option (right mouse click).
Now decrease opacity of shadow.
Use Gausian blur because shadow is too sharp. Go to Filter – > Blur – > Gausian Blur
This is still not good position of the shadow so I will use Free transform again. Next step is to create new layer because we need to create one more shadow. Then select Brush tool, choose black color and paint under the baby:









