This depends entirely on what engine you're using. The popcorn runtime doesn't take care of rendering.
With UE4, it's just a matter of using a shadow-casting / receiving material for your particles.
With Unity, it's not possible yet (our plugin doesn't have access to Unity's render pipe & shadows / lights).
With a custom engine, you'll have to implement your own shadow-casting translucent materials. The C++ sample rendering code we provide doesn't handle shadow-casting materials, as they're usually very dependent on your engine's rendering pipeline, and it would complexify the sample code quite a bit.