Drop Shadow for components in Adobe xd

You can't edit the master element directly by double clicking in the Assets panel (what many users expect, though). In stead you need to select one of the instances (or drag one from the Assets panel to anywhere, if you don't have an instance yet), and use the menu or the right-click contextual menu Object > Edit Master Component. The Master Element will reveal itself, or you'll automatically get one on your Pasteboard. You recognize the Master Element by its solid green left corner handle. Apply a shadow to any element in it.