Hello community,
I dont understand how the shadows are made in UE4.
StaticMeshes need to have a lightmap, that i create in Blender. But what if i had a dynamic Mesh? You can’t bake it into the scene. So how is this shadow generated?
Hi,
Our Documentation here should answer the biggest parts of lighting: Lighting Tools and Plugins in Unreal Engine | Unreal Engine 5.1 Documentation
For a basic answer to your questions here goes:
Static Lighting with Lightmaps:
Static lighting is all pre-computed and baked into textures that will be applied to your mesh. These textures are known as lightmaps. You can read about creating a Lightmap UV here: Understanding Lightmapping in Unreal Engine | Unreal Engine 5.1 Documentation
Dynamic Lighting:
This uses no pre-computed lightmaps. All lighting is generated in real-time. If you are using shadow casting with a dynamic light it can impact performance based on the number of meshes shadows are needed to be cast for.
Take a look at the documentation and run through the lighting basics to get a better understanding and broad overview.
If you still have questions feel free to ask. 
Tim