Most of the WordPress themes have no image effect. So, you should do it on your own.
How you can add images shadow effect on the entire site?
Don’t worry here I am giving you the CSS code that can help you to do that.
Just copy the CSS code below and add to your theme customization Additional CSS area-
/* Image Shadow Effect CSS Start */
box-shadow: rgba(23,43,99,.24) 0 7px 8px ;
/* Image Shadow Effect CSS End */
e.g.: The most theme has the image CSS id or class as img, if your site is not working by adding this code, just find any image class on your site and replace the “img” class to yours.