How do you draw a diagram of how a shadow is made?

It seems that you are asking about a ray diagram, or ray trace. One of the links below is a picture of a basic ray diagram. It shows how to trace the extent of a shadow cast by an opaque object on a screen. Basically, draw a line from the light source to an edge of the object and continue to where it touches the screen (a point source is easiest, but extended source is more accurate in that it shows where shading is and why). If you draw lines from the light source to several parts of the object, it builds a more accurate picture. This illustrates the phenomenon that light can (hypothetically) project an infinite number of rays (another way to look at it, a wavefront) to cast the exact shape of the object on a background.