You need to set these options in Forest->Shadows:
- Use Fake Shadows - Enabled
- Vertical - Enabled
- Horizontal - Optional, only if you assign a horizontal shadow map in the material
- Raytrace->Light - Pick the daylight sun light
If you are using Forest Material with a Standard material (the recommended combination for MR), it's not necessary to assign a shadow map in the material, Forest uses the opacity map for the shadow.
If you like, post here the scene for checking.