yes the colums should have shadow.

and photographs have nothing to do with cg. there is just more possibilities to create diffeant lighting effects in photos. it even matters how you develop the film. usually when a photo turns out to have that much contrast, either the photographer was really messing up, or it was on purpose. if on purpose it has nothing to do with realistic look. depends if you want to simulate the real world or if you want to redo all the good and bad photo effects. if you go for realsitic photo effects, good luck.