Shadows not displaying

Check your object mesh renderers . It has an option cast shadows. Is it selected ? Also what light rendering path are you using ? Also are you using unity basic or pro version of unity 4.6 ?

The cast shadows box is selected, on everything, I'm not sure about the light rendering path, only thing I can find remotely like that is just rendering path which is set to forward. And finally just the basic version.

Change rendering path to deferred and try running the scene... Also read up on rendering paths in unity documentations.

Deferred lighting requires Unity Pro.

Real time shadows are Pro only, this is prob why you have none as you have said you cannot use deferred lighting because it is Unity Pro. So you don't have Pro so you don't get shadows. You can "bake" your scene to get non real time shadows which should do most of what you want.