I think I just found the answer – sorry for asking silly questions.
It seems you do it very simmilarly to the method mentioned in PS:
1. CMD + Shift cllick layer icon in Layers panel to get Luminosity selected
2. CMD + I to invert this selection
3. Create new pixel layer
4. Fill it with black
5. Put the shadow layer behind the original layer
6. Cut out the object with preffered method (masking maybe?)
7. Put both layers on top of whatever you need.
Once again – sorry for asking questions I could find the answer myself. Maybe it'll prove helpful for someone else.