Here is an explanation:

The goal is something like that (or more complicated):


I made this scene only with models and rendered the light and shadows in Lightwave. After that I created a fixed function effect (some kind of a shader) to blend the shadows with the color textures.

You can find the 3dgs-scene here:
http://www.firma-geppert.de/Gamedev/Images/shadowmap.zip

But this is complicated. Every object needs an specific material and you cannot tile textures.

The goal of the second uv-set is:
1) you can use the first texture with texture-tiling. So you can use a wood-texture for the chairs and you can map the top and bottom sides of the seat-plate to the same texture space. You can create very detailled color uv-mapping.

2) the shadow map gets another uv-map. Here is no tiling / no repetitions. So it can contain the shadows for every surface of the object. It has not a very high resolution but that is okay for shadows.

I hope this makes it a bit more clear.