That's darkness, my friend. Shadows are simply areas of blocked (or partially blocked) light.
There would be many Shadows (if there is an object there, if not, see my last point) as there will be many areas where there is less light hitting than others, you just wouldn't be able to see them due to light pollution.
And if there is enough light for you to see, there is enough light to cast a shadow because there would have to be a place where the light that lets you see is blocked; the area behind your head. So the area behind your head is a little area than the areas directly next to the area behind your head. Thus a shadow is formed, albeit probably an impossible one to see with human sight.
That only time there are no Shadows is when either:
There is no light at all (so everywhere is equally dark). But in no light, the shadow is not needed, so it waits until it is, once again.
There is an even spread of light sources in the room (such as a room where the walls are made of light bulbs) and there are no objects to block light, in which case there is nothing for a shadow to be loyal to so, of course there is no shadow.