¿es posible crear una sombra en photoshop elements?

Here are screenshots of the Styles (Estilos) Panel and the Dropdown menu to get the Drop Shadow styles:

I also removed the shadow from your image and replaced it with the Drop Shadow Style from Elements with the following result.  So, I think it will achieve your goal.

And here is a HelpX article about Elements' Layer Styles.

Yes, there are several options you could use.  In this example, I used a drop shadow from the Styles panel.  You can make various adjustments to the shadow.

There are various other techniques you can use for a more custom look.  If you give us an example of what you are looking for, we may be able to make some other suggestions.