If your scene contains only software particles—Blobby Surface, Cloud, or Tube, you must software render your scene. See Maya Software renderer in the Rendering guide.
If you are using Cloud render type, see Create raytraced shadows with particles.
To raytrace particle shadows, see Create raytraced shadows with particles.
To control shader attributes on a per-particle basis, or use the rgbPP and opacityPP attributes in software rendering, see Particle Sampler Info node.