How do I remove the shadow from the background?

Select > Subject may not work but you can try with Quick Selection Tool to select girl. You must drag over girl to select it and to tweak selection using same or some other selection tool while zooming in. Once you have selection as you need it there are a couple of things you can do including:

• Invert selection using Select > Inverse then remove shadows by painting or cloning on separate layer - recommended way-
• Duplicate girl on separate layer using Ctrl/Cmd + J while it is selected then paint/clone shadows on layer below