Are you using Photoshop or Photoshop Elements? If so, you can add the shadows as a layer style to whichever element or photo in your layout you'd like to have a shadow. There are several that come with the program, and they're accessible from the styles palette. You can also change the parameters of the style by double-clicking on the style name on the layer after you've applied it.
As for adding a border, do you mean around a photo? That would be a stroke that you apply to the photo (or other element), which is accessible from the Edit menu. These instructions apply for Photoshop, and may be slightly different for Photoshop Elements. There are lots of good tutorials for various effects on this site, so I'd recommend you look at those for lots of good hints. Go to the top of the screen, Resources--Tutorials. There are lots of other tutorials on other websites, too, including the support forums for the software you use. Just Google on the topic you want to learn about.
Hope this helps,