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Description
Ok, wanted to try and make a full blown tutorial for you, but dont feel well enough for it.
So, most of the explanetion will be here on the artist comment:

Lets start with basic lighting and shadowing:
When light reach an object, its lighted. Where ever the light doesnt reach, theres a shadow. There no such thing as projection of shadow, but as a guideline when theres a strong light source you should have a strong shadow where it doesnt reach, to make it stark obvious that the light source is indeed very strong. And the same goes the other weay around- when the light source is mild, make the shadows soft- the shadows and light should complement each other.

Now, in each drawing there are light sources (otherwise we wont see a damn thing). After you decided on the general atmosphere and such, here are a few practical decisions you need to make about the light sources-
1) How many light sources are there?
2) Where are they places, how far are they?
3) What are their hue? Normal light is whith, but it could be from a flame (red-orange), firefly (greenish),lightining (blue white) and many more options~.
4) How strong are they? The stronger there are, the more obvious there presence in the whole drawing, while a weak light source will be felt only in the area near it. As a guide line, I think its better if the weak light source is also in a different hue, that way it adds to the atmosphere and noticeable even though it affect only the objects near it.

When making a more complex lighting\shadoing, remember to choose multiple light sources (with different attributes). Moreover, remember to apply second reflection- when something is lighted enough it also acts as secondery light source- and reflect light on its close soroundings like a weak light source in the objects colour. In addition, different material are lighted differently- metal is more "shiny"- reflect the light well, part of it is very bright but the rest reflect the light to different direction then the onlooker, so it seems dark.

Now on to your drawing-
Most of it was lighted as fi theres a light source on the uper left side, except the frills off the dress- those were lighted as if each frill had a close, weak light source above it.

The first drawing is where I feel the light sources are, from seeing where the shadow is - Notice how the wide shadow is what make is seems like the light source is so close to the frills (as comparison I made the second picture, which I tempered with a little, to show you how it would look more or less it those light source would have been a bit more far away).
On the third picture I showed how it would have looked (more or less) it there was only the main light source which affect the whole drawing. Notice how now the shadows on each side of the frill arent equal in width, since the light comes from the side and not from above.

Ofcourse, Im no expert on such things, but I hope I did manage to explain to you what I ment about the lighting of the frills. Im also hoping my short summery of lighting and shadowing taught you something you didnt already know~

Description
Ok, wanted to try and make a full blown tutorial for you, but dont feel well enough for it.
So, most of the explanetion will be here on the artist comment:

Lets start with basic lighting and shadowing:
When light reach an object, its lighted. Where ever the light doesnt reach, theres a shadow. There no such thing as projection of shadow, but as a guideline when theres a strong light source you should have a strong shadow where it doesnt reach, to make it stark obvious that the light source is indeed very strong. And the same goes the other weay around- when the light source is mild, make the shadows soft- the shadows and light should complement each other.

Now, in each drawing there are light sources (otherwise we wont see a damn thing). After you decided on the general atmosphere and such, here are a few practical decisions you need to make about the light sources-
1) How many light sources are there?
2) Where are they places, how far are they?
3) What are their hue? Normal light is whith, but it could be from a flame (red-orange), firefly (greenish),lightining (blue white) and many more options~.
4) How strong are they? The stronger there are, the more obvious there presence in the whole drawing, while a weak light source will be felt only in the area near it. As a guide line, I think its better if the weak light source is also in a different hue, that way it adds to the atmosphere and noticeable even though it affect only the objects near it.

When making a more complex lighting\shadoing, remember to choose multiple light sources (with different attributes). Moreover, remember to apply second reflection- when something is lighted enough it also acts as secondery light source- and reflect light on its close soroundings like a weak light source in the objects colour. In addition, different material are lighted differently- metal is more "shiny"- reflect the light well, part of it is very bright but the rest reflect the light to different direction then the onlooker, so it seems dark.

Now on to your drawing-
Most of it was lighted as fi theres a light source on the uper left side, except the frills off the dress- those were lighted as if each frill had a close, weak light source above it.

The first drawing is where I feel the light sources are, from seeing where the shadow is - Notice how the wide shadow is what make is seems like the light source is so close to the frills (as comparison I made the second picture, which I tempered with a little, to show you how it would look more or less it those light source would have been a bit more far away).
On the third picture I showed how it would have looked (more or less) it there was only the main light source which affect the whole drawing. Notice how now the shadows on each side of the frill arent equal in width, since the light comes from the side and not from above.

Ofcourse, Im no expert on such things, but I hope I did manage to explain to you what I ment about the lighting of the frills. Im also hoping my short summery of lighting and shadowing taught you something you didnt already know~