This is not a general rule, stencil shadows can be better in some situations. But you need to have a clue what shadows are and how they work, otherwise you will fail with all engines and never make a decent quality game.

Stencil shadows are normally better when you have few shadow throwing objects and when you use LOD stages. When many objects need to throw shadows and when you don't have LOD then PSSM shadows are the better solution.

For decent shadows you need the Commercial edition because the free trial version only supports nonaccelerated shadows and they are slow.

Look in the shadow chapter of the manual there is everything explained.