Normally this is achieved by placing the object you wish to isolate against a "green screen", or possibly within a lightbox/lightroom of some kind that is surrounded with green or white. In your case, you would probably be best off placing each lamp against a green screen with the right kind of lighting to produce the shadows at the angles you need. Photographs of objects taken against a green screen can then easily be isolated by using a chroma-key tool to filter out the green background, leaving only the object...and its shadow...with all the necessary translucency in place.

Once you have isolated your lamps, you should then be able to composite those images with the image of your table as you please, and all the shadows and everything will be in place. You will need to take care with the lighting and placement of the objects you wish to isolate. To ensure shadows blend properly, it would be best to set up a table covered in the same kind of green cloth, at a proper distance from the green screen background, to guarantee shadows fall correctly. You will also need to make sure that the angles and diffusion of the light you use to illuminate the green-screen scene match that of the table shot you wish to compose the lamps into. That might take some trial and error, and things probably don't need to be 100% exact to get an acceptable result.