Fluids can only cast raytraced shadows onto objects.

To cast raytraced shadows onto objects

1. Select the fluid container for the fluid you want to cast shadows.
2. Turn on Cast Shadows in the Render Stats section of the fluidShape Attribute Editor.
3. Select the light you want to cast shadows.
4. In the Attribute Editor for the light, expand Shadows and under Raytrace Shadow Attributes, turn on Use Ray Trace Shadows.
5. Select the object and turn on Receive Shadows in the Render Stats section of the object’s Attribute Editor.