I am going through the first basic learning module on Sketchup, and it instructs you to open the shadow dialog box, which is shown to be in the “windows” tab…only the windows tab in the current Pro version looks VERY different, with MANY fewer options. I did figure out how to turn on shadows in the “view” tab, but can’t find a dialog box to adjust it in any way. I love the shadow effect – adds so much realism, but would like to be able to control it somewhat 
TIA
You may be watching a Mac, windows uses a Default Tray.
So go to Window/Default tray and you will find shadows in there along with others.