Shadows higly depend on your scene setup (only flat layered 2D, mixed 2D and 3D, etc) and your camera perspective. What do you have in mind, could you share some pictures that describe your setup?
Do you want the skeleton material to write to the shadow buffer like a 3D mesh would? Then please have a look at the example scene Spine Examples/Getting Started/5 Basic Platformer. You basically need a shader active at your shadow caster that supports writing to the shadow buffer, and then at the receiving end your need to make sure to use a shader at the receiver's material that supports receiving shadows.
Or do you want to have a setup where there is a simple dark shadow-attachment at the bottom, then you could use an attachment at a Slot with the Slot Blend Mode set to Multiply in the Spine Editor. Things only get complicated when multiple of such shadow-shape attachments overlap and you want the overlapping regions to have the same darkness as non-overlapping parts (avoiding the darkening multiplication being performed multiple times at the overlapping pixels).
You could also "duplicate" the same skeleton, scale it down vertically and use a dark material on it as seen in this forum thread: Unity3D 에서 불투명한 스파인 리소스가 겹치는 문제
