I believe Susmoy means the effects which are apart of CSS3, which by the way will not show in outdated browsers.
Quite simply, experiment with:
text-shadow: 1px 1px 1px #000;
text-shadow: px px px color-code;
px - pixel value
color-code - hexidecimal color codes
For hexidecimal color codes, Google it.
If you still don't know how to, tell us the specific location you would like to add this on your site and provide us your site. If necessary, take another screenshot where you want it.