Create a solid that will be your floor. Make it 3D, rotate it, and move it down to the bottom of the studio. With the floor layer selected, press AA to reveal its material properties in the timeline and make sure that it is set to accept shadows.
THE ELEMENTS IN THE STUDIO
For all your other Illustrator layers, make them 3D. Position them in space where you like (you may need to use multiple 3D views to make sure they are positioned correctly). Press AA to reveal material properties and make sure that each of these layers are set to cast shadows.
You won't have shadows unless you have a light to cast them. Add a light layer to your scene, press AA, and make sure it's set to cast shadows. Position as necessary.
Here are some links to helpful sections of the Ae reference: