There are no static shadows at all in your screenshots. Thats why your level, sorry, looks like trash.

Read the WED tutorial, that shows you how to place objects in your level, then set up the sun and ambient, and in 5 minutes you have a fine level with shadows. Also look at the levels from other people as an example, its really not so hard.

There are static shadows and dynamic shadows. What you want is static shadows. They are calculated automatically when you compile the map. So in fact it's quite difficult to manage ending up with a level with no light and no shadows, like yours.

Only a level can have static shadows. Not models. So, throw out all your rock models and make them part of your level instead. You can just import them in WED. Models are for moving entities only, and can only have dynamic shadows, not static shadows.