The goal it to look through the light so that the shadow reaches across the scene into the darkness. Setup the light similar to as seen below. *Note there is no shadow until you activate ray tracing. When you switch the render engine to Mental Ray, ray tracing is automatically activated.
Set Render to Mental Ray: Open render settings and change render using . . . Switch to Mental Ray. Notice when you render again using Mental Ray, a shadow appears – Mental Ray automatically turns on ray tracing.
Turning on Mental Ray:
If it does not appear, activate it by: Window > Settings/Preferences > Plug-in Manager > then check the boxes for Mayatomr.mll.