There's nothing wrong with either of the answers here already, and as I suspect you are relatively new to Photoshop, either of them will serve you better than mine. They are good enough, and a lot faster. However, out of interest, here is the more advanced way I would handle this problem if the job warranted the extra effort.
The wall isn't flat, so for ultimate realism, consider a displacement mapped drop shadow:
Here are the steps:
- With the picture as a layer above your brick wall, simply apply a drop shadow. Use the right lighting angle of course, adjust spread etc by eye.
- Create a layer from that effect layer (right click the effect and select "Create Layer") - Photoshop renders the drop-shadow as it's own layer.
- Select the layer with the brick-work and hit CTRL+a to select all and CTRL+c to copy.
- Open the channels palette and hit he "create new channel" icon
- Select that channel and hit CTRL+v to paste the brick-work.
- I like to apply a small amount of Gaussian blur at this stage, to help with the blending, so in the Filter menu, hit "blur" and "Gaussian blur" - Add just a little
- Next we'll boost the contrast of this brick-work, so hit CTRL+l and drag the left and right sliders under the histogram towards the center.
- Right click the channel and hit "Duplicate channel"
- Select "New" under document, and name it "brick_displace" and hit "OK".
- Save this new document
- Select your dropshadow layer that you created earlier, and hit "Filter" > "Distort" > Displace
- In the dialogue that appears select "stretch to fit" and "wrap around" and hit OK
- In the resultant dialogue, choose the brickwork file you saved earlier.
- Reduce the opacity of the drop shadow layer to suite.
Job done (phew)
Below see a picture of just the shadow, at crazy hardness and opacity, just to get a better idea how this is affecting the dark areas: