When you select a random texture to be a light source, then you also must write something to the "value" box. (thats above the light box). The value I used when I wanted the texture to be a light source was something like 10000 or so. But test it yourself.
The shadows occur when there is a object and it blocks some of the light going behind it. So you only have to create and object. But maybe, maybe, you asked that because you have such object in a map, but shadow is nowhere to be seen. Thats maybe because the object is an entity. Make a screenshot so we can understand you more, because I dont quite understand what you mean by "shadow on a map".