Step 1) make the figures into a selection. Duplicate three times. Name the 1st duplicate shadow 1, then shadow 2, then group.
Step 2) Shadow one: ctl/cmd click the thumbnail. Fill with black, set to soft light (in this case), and lower opacity to 80%. Transform this shadow so that it throws a shadow on the wall. Use various transform tools, especially warp, puppet warp will work for some fine touches if you have it. If you don't have puppet warp or it doesn't work to your satisfaction, I suggest a mask to paint out parts that don't transform to the shape you want.
Step 3) Shadow two: ctl/cmd click the thumbnail. Fill with black, set to soft light (in this case), and lower opacity to 80%. Transform this one to cast a shadow on the lower part of the group. In this case for the legs and feet of the parents. In other circumstances just one shadow will do or you can manually paint in extra shadows.
Step 4) the shadows will overlap some, so where you see that, extra darkness, erase or use mask to remove the overlap.
Step 5) I used the pen tool to make a slight curve for the base of the wall (it could be a straight line if you prefer) and finish the square to the bottom of the picture. Activate the path, make a layer below the shadows. Use the gradient tool, black to transparent, and make a slight shadow behind the figures fading to lightness in front of them. Adjust opacity if desired.
Step 6) Activate the path, invert the selection, make another layer, and make the same gradient going up towards the ceiling this time. Adjust opacity if desired.
Step 7) Blur shadows and gradients with a gaussian blur if this helps.
You can use this method with variations for many situations. You can also do shadows by painting with a medium-soft brush at a low opacity, darkest directly under and around where the deepest shadows fall and lowering the brush opacity and softness as the shadows extend out. You can combine this with the other method to make the variance in shadow depth more realistic.
I would add some manual shadowing to the shadows on the wall though not much. It just takes experimentation and trusting your eyes to judge the effects.
Here is the psd for your reference. It won't show filter effects, but the only filter I might have used (I don't recall) would have been the blur on shadows or gradients as I said above.
View attachment Group.psd