Currently the only way to have nice shadows is to use lightmap. We have dynamic lights but they don't have shadows

. (you can add a blender light and set is stk type to light).

In the future this will change, Cand will implement
light prepass but still with no shadow.
By default the sun is white so you need to add a sun and set is color to something darker and orange for evening light. You can also see in Zen Garden I have made a sunset however for this track I used lightmaps.
I have a question. Why you can't use a lightmap ?