I know there are a lot of ways of adding shadows with the Anniversary Update and previous SDKs with Windows.Composition. Unfortunately I have to stick with version 10240 and this APIs are not available. I tried with Win2D but did not succeed. Any ideas on how to add a shadow to a Grid XAML element?
To my knowledge you can't make a real drop shadow without the anniversary update in xaml (without using specific shadow bitmaps that you'd need to create yourself).
In case you only need a shadow to rectangular xaml components, you can make a 3x3 grid with gradients along the edges, and place it under the component with a certain offset (depending on where you want the light to come from).
Here is an example of that:
<UserControl
x:Class="YourProject.UserControls.CustomShadow"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:local="using:YourProject.UserControls"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
mc:Ignorable="d"
d:DesignHeight="300"
d:DesignWidth="400">
<Grid>
<Grid x:Name="ShadowGrid" Opacity="0.2">
<Grid.ColumnDefinitions>
<ColumnDefinition x:Name="LeftColumn" Width="40"/>
<ColumnDefinition x:Name="CenterColumn" />
<ColumnDefinition x:Name="RightColumn" Width="40" />
</Grid.ColumnDefinitions>
<Grid.RowDefinitions>
<RowDefinition x:Name="TopRow" Height="40"/>
<RowDefinition x:Name="CenterRow" />
<RowDefinition x:Name="BottomRow" Height="40"/>
</Grid.RowDefinitions>
<Grid Grid.Row="0" Grid.Column="0">
<Rectangle>
<Rectangle.Fill>
<LinearGradientBrush StartPoint="0.5,0.5" EndPoint="1,1">
<GradientStop Color="#4b4b50" Offset="1" />
<GradientStop Color="Transparent" Offset="0"/>
</LinearGradientBrush>
</Rectangle.Fill>
</Rectangle>
</Grid>
<Grid Grid.Row="0" Grid.Column="1">
<Rectangle>
<Rectangle.Fill>
<LinearGradientBrush StartPoint="0,1" EndPoint="0,0">
<GradientStop Color="#4b4b50" Offset="0" />
<GradientStop Color="Transparent" Offset="1"/>
</LinearGradientBrush>
</Rectangle.Fill>
</Rectangle>
</Grid>
<Grid Grid.Row="0" Grid.Column="2">
<Rectangle>
<Rectangle.Fill>
<LinearGradientBrush StartPoint="0.5,0.5" EndPoint="0,1">
<GradientStop Color="#4b4b50" Offset="1" />
<GradientStop Color="Transparent" Offset="0"/>
</LinearGradientBrush>
</Rectangle.Fill>
</Rectangle>
</Grid>
<Grid Grid.Row="1" Grid.Column="0">
<Rectangle>
<Rectangle.Fill>
<LinearGradientBrush StartPoint="1,0" EndPoint="0,0">
<GradientStop Color="#4b4b50" Offset="0" />
<GradientStop Color="Transparent" Offset="1"/>
</LinearGradientBrush>
</Rectangle.Fill>
</Rectangle>
</Grid>
<Grid Grid.Row="1" Grid.Column="1">
<Rectangle Fill="#4b4b50"/>
</Grid>
<Grid Grid.Row="1" Grid.Column="2">
<Rectangle>
<Rectangle.Fill>
<LinearGradientBrush StartPoint="0,0" EndPoint="1,0">
<GradientStop Color="#4b4b50" Offset="0" />
<GradientStop Color="Transparent" Offset="1"/>
</LinearGradientBrush>
</Rectangle.Fill>
</Rectangle>
</Grid>
<Grid Grid.Row="2" Grid.Column="0">
<Rectangle>
<Rectangle.Fill>
<LinearGradientBrush StartPoint="0.5,0.5" EndPoint="1,0">
<GradientStop Color="#4b4b50" Offset="1" />
<GradientStop Color="Transparent" Offset="0"/>
</LinearGradientBrush>
</Rectangle.Fill>
</Rectangle>
</Grid>
<Grid Grid.Row="2" Grid.Column="1">
<Rectangle>
<Rectangle.Fill>
<LinearGradientBrush StartPoint="0,0" EndPoint="0,1">
<GradientStop Color="#4b4b50" Offset="0" />
<GradientStop Color="Transparent" Offset="1"/>
</LinearGradientBrush>
</Rectangle.Fill>
</Rectangle>
</Grid>
<Grid Grid.Row="2" Grid.Column="2">
<Rectangle>
<Rectangle.Fill>
<LinearGradientBrush StartPoint="0.5,0.5" EndPoint="0,0">
<GradientStop Color="#4b4b50" Offset="1" />
<GradientStop Color="Transparent" Offset="0"/>
</LinearGradientBrush>
</Rectangle.Fill>
</Rectangle>
</Grid>
</Grid>
<Grid>
<Rectangle Fill="Transparent" Width="350" Height="250" HorizontalAlignment="Left" VerticalAlignment="Top" Margin="10"/>
</Grid>
</Grid>
When resizing the object, adjust the width/height of CenterColumn/CenterRow, and keep the other parts of the grid the same size. A radial gradient would've looked better in the corners, but radial gradients don't exist in uwp either.