You will need to add lights (directional, point, spot or ambient). And then use a shader like lit_with_shadows_shader. The code will be:
from ursina import *
from ursina.shaders import lit_with_shadows_shader
class Lights:
def __init__(self):
self.pivot = Entity()
self.direc_light = DirectionalLight(parent=self.pivot, y=2, z=3, shadows=True, rotation=(45, -45, 45))
self.amb_light = AmbientLight(parent=self.pivot, color = color.rgba(100, 100, 100, 0.1))
app = Ursina()
# Set shader to all entities
Entity.default_shader = lit_with_shadows_shader
# Lights
Lights()
pivot = Lights().pivot
direc_light = Lights().direc_light
amb_light = Lights().amb_light
# Create entity
cube1 = Entity(model='plane', color = color.blue, position = (0,0,0), scale=(10,10,0), collider='box')
cube2 = Entity(model='cube', color = color.red, position = (3,3,0), collider='box')
app.run()