This is possible without 3D. Learn to distort layers with Edit > Transform. There's even perspective tool, but as well you can scale, skew, rotate and use distort (=drag corners). Increase canvas size to have room. An example:
Be sure you have transform controls crossed to be visible with the layer move tool:
There's no need to make selections, the current layer is adjustable as soon as you have clicked the move tool.
You can readjust the distortion infinitely with no quality loss if you have converted the layers to Smart Objects. Learn the right click options in the layers panel for speedy work.
The shadow is a copy of a layer (not a smart one, use a rasterized copy) which is blackened with curves, blurred and finally made partially transparent. You can use as well Layer Style Drop shadow to get adjustable shadow, but the blurred copy method allows local edits. Here a part of the shadow is deleted.
Layer style is infinitely readjustable, but the blurred copy isn't.
Closeups and extreme perspectives have a hiccup: Screenshots have easily too low resolution, because parts of them need enlargening. The next has got fake +100% resolution increase with On1 Resize. Without it the near part looked blurry and pixelated. There's also lens blur and vignetting. The latter is is subtle and made with masked adjustment layer:
There's also a good free program to add resolution without blurring the image. It's SmillaEnlarger. Those enlargeners differ radically from Photoshop's resampling. They try to guess sharp edges and thin lines. Often they succeed to keep them sharp and thin.
If it must be in 3D for finding easily good viewing angles and perspectives, you can use Illustrator's Effects > 3D > Rotate. The result is possible to take to Photoshop with copy and paste.
The need of resolution boost is the same as in Photoshop for closeups and extreme perspectives. See an example:
Illustrator has a trap: Distant areas get easily pixelated (like in my screenshots) if in the beginning of the job raster effect resolution is not set high enough. When I started the new Illustrator drawing I had raster effect resolution only 72 dpi and that's too low (Photoshop's 3D has the same problem if you start with too low image resolution). Having 300dpi raster effect resolution makes much finer results, but rendering the image isn't instant.
Illustrator has benefits: simple, mathematically right result and it's easy to use the same wiewing angle and perspective repeatedly. In Illustrator you can have more than one image with the same or different 3D views. You can readjust non-destrucively all of them via the Appearance panel. Shadows, decorative graphics and texts can be made in Illustrator, too.
Use 3D effect Extrude & Bevel instead of rotate for thickness and edges:
ADD: Screenshot is a planar rectangular piece. Every possible perspective is achievable with geometric distortions, where straight lines stay straight. So, Photoshop's transforms should be enough. Bigger problem is to keep the perspective and the apparent light consistent, when several pieces are placed to the same image.
Your examples have also texts on the images. Keeping them readable needs contrast reduction and recoloring in the images. The lens blur effect is surely useful. Now the real difficulties start. Anyone can grab together something like the following in ten minutes:
But finding a new and interesting composition, keeping images still natural looking and texts readable + fitting all to the wanted style needs extreme care. The problem is larger than a pure technical question - definitely a good reason to get a pro designer.