Nice start that's for sure and I defintely agree with everyone regarding shadow and such.

A cheats way if you have the objects in a different layer is to create a layer underneath and then mimic the objects shape with the selection tools but offset from the main building a little. The bigger the object the further the offset. You could even use the item itself as a guide and place down the same item in the lower layer, block fill it with a dark colour while it's still selected and shift it around till you're happy. Trees just neeed a grungy brush around the edges in the same direction of the other outside stiff. I'd say keep it all in the direction that those assets already are too as some already have shadows on them. G blur the layer when your done and lower the opacity till your happy.

With shadow directions. You could always just spend some free time making a free reference notes how shadows go outside during the day. Use a torch and play around with objects inside as well. Stick a torch on the wall and see how things change.

Also with you dungeon scenes try and make the background areas a fair bit darker, behind the walls so to speak. It'll make the path much clearer and defined.