How to create Lines and Shapes ?

I am a big fan of stroked paths as it lets you be super accurate with lots of control, but it can be a slow process.  If you have tablet and decent brush smoothing like Lazy Nezumi Pro, then setting size jitter Fade with 1% spacing can give you some nice linework.  I used Layer Styles to add the stroke as it lets you edit as you go.

The artwork and graphics have many hard-edged lines, so in Photoshop it might be faster to draw and duplicate them using the shape tools, and editing shapes with the pen tools. In this way you don’t have to paint them, you can edit the lines by dragging handles. And then you can add layer style effects such as drop shadows, as Bojan suggested.

But if you want this to be the art style, then it might be better to use Adobe Illustrator, which has much more powerful path editing tools.

I do not know if Adobe has any templates of this exact type. If they do, you might find them on Adobe Stock.

Actually, if you are doing these as videos, it may be best to build them in Adobe Premiere Pro or Adobe After Effects. Both have tools that can create these vector graphics and effects, such as depth blurs, and in those applications, graphics and effects can easily be animated. Because the style is so consistent, you should build them as Motion Graphics Templates that can easily be added to multiple sequences, and then customized, like quickly replacing text and colors.

To apply layer effects, go to Layer > Layer Style in Photoshop. You should apply the effects to each element separately to match the effects in the row above. It seems that the effects do not affect the entire composition, but only some elements or parts of it. I think that Stroke, Drop Shadow and Inner Shadow are used.