Can you provide some additional information? It would be really helpful to see a screen shot of your workspace including the Layers panel, as well as the Layer styles dialog box opened, so we can see what you are trying to do. Is it possible that your Blend Mode in the Drop Shadow settings is not set to Multiply?
A screen shot like this would be helpful:
Again, I get no response in Drop Shadow mode. Below is the image and PS details.
Found the answer! Drop shadow will work when the subject and background are on separate layers. I keep the subject on an adjustment layer.
Thanks all for your interest and help.
Stay healthy... /BP
Glad you figured it out! Yes, the drop shadows and other layer styles operate around the edges of layers. If the layer fills the canvas, you wouldn't see the drop shadow as it's outside the bounds of the drawing.
Sorry I didn't get back to you earlier after you posted the screen shot, that shows the issue. But it's great that you figured it out!