There are basically two ways to do this. The quick and dirty way is to apply a wash to the areas you want darkened. I'd use burnt umber oil for most colors. Lay it on and don't attempt to sperad it. Let capillary action and gravity do their things. The upside is that it's quick. The downside is you have limited control.
The other is to build up the shadows. Go here and click on "Model Color" then scrol to the bottom of the page for a tutorial. The upside is you have a great deal of control over the location and depth of the shadows. The downside is that it can be time consuming. For this, I'd use appropriately mixed colors, rather than a single layer of burnt umber.