In the case of the drapery study above, drawn in graphite while I was in art school, the key light strikes the form from the left. You can tell it’s a hard source because of the sharp diagonal cast shadow line. Overhead fluorescents, only slightly less bright, illuminate the shadow side.
The drapery study has the look of an academic exercise partly because it is "overmodeled" which means the tendency to put the full range of modeling factors within each passage.
Outdoors, the blue light from the sky usually modifies the shadow planes, depending on how much they face upward. Reflected light often raises the tone of the shadow. It comes from light bouncing up off the ground surface or from other surfaces. The darkest parts of the shadow are usually at points of contact, called occlusion shadows, where secondary sources can't reach.
Another dark part of the shadow is the area just beyond the terminator. This area is called the core or the hump of the shadow. The core of the shadow only forms if the secondary source of light (edge light, reflected light, or fill light) doesn’t overlap too much with the main light.
In “Daniel in the Lion’s Den,” by Rubens, a strong orange-colored reflected light fills the shadow side of Daniel’s form, all the way from his cheek and neck, down his arm and his leg. Keeping the core intact—or painting it in even if it’s not really there—can give the form more impact, but if it’s overdone it can look unnatural.
If you’re setting up a model or maquette, you can place the primary and secondary lights just far enough apart so that you can see the core beginning to form.
Light and Form, Part 1
Light and Form, Part 2
Light and Form, Part 3
You also might be interested in these posts:
More about all this in my book: Color and Light: A Guide for the Realist Painter