
Make four copies of the new made button and select the
Free Transform option to turn them over if necessary. Choosing the
Convert Point Tool, it’s possible to make the corrections on the copies’ shapes too. Change the parameters for each copy’s layer. The copies must be placed, like the first button, lower than the sections’ layer, on the layers’ palette.

The parameters for the first copy:
Fill 0% on the layers.
Blending Options>Drop Shadow
Blending Options>Gradient Overlay
Gradient’s parameters: 
The parameters for the second copy:
Fill 0% on the layers.
Blending Options>Drop Shadow
Blending Options>Gradient Overlay