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Yes. After adding the Curves Adj Layer, disable it's layer mask by holding shift and clicking the mask. Darken the image image as dark as you wish the shadowing to be on the curves adjustment layer. Then re-enable the layer mask by holding the shift key and clicking on the mask. Now, when you use your brush on the layer mask, it will darken the subject where you want.

This is a BG or Background color layer. I used it because my subject layer had it's bg removed............so it was transparent. I needed a dark bg.............hence the bg layer.

If you had not made a state change in the Curves adj layer, you would not see any shading. Please see question 1.

I apologize.............I did not realize that you had very little experience with Ps! I would have explained things better. I wrongly assumed that you knew about adj layers and layer masking.