ETL can not recieve shadows?

I use the Shadow Technique SHADOWTYPE_TEXTURE_MODULATIVE, but the ETL can not recieve any shadows , why ?

Because it uses a shader-based material, so that automatic shadowing does not work. You need to do it manually by creating your own base material and use shaders to render the shadows. Best search a bit in the Ogre forums for basic shadow shaders, as I don't have examples readily available.