How to use it
Add a shadow to an element and saturate it with the same colour that the element is using.
When to use it
Coloured shadows are more natural than flat black/grey shadows, because light bounces off objects and colours the surrounding area. So if the object is blue, you'll have a slight blue tint visible around it. This will also affect the shadow.
What to watch out for
The colour doesn't need to be too obvious - the object is not a light source itself, in most cases.