As i'll be focusing on the face, I go to my Flats Channel and select that area with the Magic Wand Tool (W) .

The colors I'm using to paint is the base color (the flat color I used for the skin) and a slightly darker and paler color, a sample seen on the right (background color). You can then switch from foreground to background just by pressing X on the keyboard.

Using the Brush Tool (B) , I set it to Mode: Multiply first , Opacity of about 35%, Brush diameter to about 200 px.

 

I stroke freehand in the directions you see on the left, using the darker shade of the two I've selected in my palette.

Seeing as the brighter light source is located on her right side, I'll opt to shading her left area a bit darker. By setting the Opacity of the Brush to 35%, I can gradually multiply the darkness of the shadows on her left area if I choose to do so.