OK Bill. An easy way to mask out the cage:
Turn off the young lady layer, and create a new layer above the Cage layer. Select the brush with a bright colour like Red, and adjust the brush to _just_ cover the cage bars. Use the mouse (if you have a tablet) touch down on one end of the bar, move to the other end, hold down the shift key and touch down again. The curves are trick, but lots of short strokes will look OK..
When the relevent parts of the bars are painted over in the new layer, turn on the young lady layer > Ctrl/Cmd click the red bars layer, and add a layer mask to the young lady layer.
Copy the red bars layer, and fully desaturate it. Move the layer under the girl layer, offset and blur it, and you have your shadows. (maybe)
I like to think of Photoshop in similar terms to an airbrush artist. We make stencils and masks and paint inside or outside or along the line of the mask.