For our convenience, we should combine in a group all the layers composing the fir tree (press Ctrl button to mark the corresponding layers and hold on left mouse’s button while moving these layers on Create a new group selection). Make six copies of this group and select the Free Transform option to change the copies’ sizes, if necessary, and their placement.



Now we’ll make the shadow under the fir tree, using the Ellipse Tool (U). After that we’ll select the Delete Anchior Point Tool to erase one of the ellipse’s tops. Make the necessary corrections on the element, by choosing the Convert Point Tool.



The layer’s parameters: Blending Options>Gradient Overlay



Gradient’s parameters:

 



Make three copies of the layer, containing the fir tree’s shadow and select after that the Free Transform option to place the copies under marked trees from below. The layers with the shadows should be placed lower than the layers, composing the demonstrated trees (on the layers’ panel).



Next apply the Pen Tool (P) for representing a very long shadow, coming under the tree. Its shape may be corrected, as usually, with the Convert Point Tool. Place this layer lower than the fir tree’s layers, the shadow belongs to.



The layer’s parameters: Blending Options>Gradient Overlay



Gradient’s parameters:

 



Make two copies of the recently made layer, containing the long shadow. Select Free Transform option to make the changes on the copies’ sizes, placing them out the way shown below. Place the layers with the shadows lower than the fir trees’ layers, the shadows are situated under.



Apply the next parameters for the shadow’s copy, marked below:



Opacity 50%