I read a short tutorial on how to add light and shadows to a map. The problem is that all the objects and my terrain have no shadows although all the character shadows work fine. I'm not sure why this is happening but I'll go through the steps I took to help you help me.

Firstly I loaded my level in ZE. I then went to the base layer and created a directional light, and I put the name of my light into the side bar to the right under directional light name, (I think that's what it was called.) I then saved and munged, played ingame and all I got was the light, but no shadows on my objects and terrain.

You need to burn the terrain. Search it to find out how.