First thing you have to do is come up with a name for a new class. Let's say "custom-shadow".
Next you have to enter this class in the module settings for the thumbnails or for the tiles:
In the tab "Albums overview" in the section "Tiles Configuration" you will find the option "Additional Tile Classes" in this field we now write the name of our new class.
In the tab "Image & Lightbox" you will find the option "Add. CSS Classes for Thumbnails" - Here you can also enter our class custom-shadow as well.
The transition instructions ensure that soft transitions are created.
But now you have to add these CSS instructions somewhere. The provider of your template has given you a manual with the template - this contains where / how you can add your own CSS parameters in the template. Many templates use a template.css or a custom.css file for such instructions. With Joomla! own templates you can find the Template.css under : Extensions--> Templates --> Templates --> <YOUR TEMPLATE>Details and Files --> Folder "CSS" on the left --> template.css
Here you see an editor in which you can enter the CSS parameters. Best-Practice is to add your custom content at the end of the file (at the bottom) with a preceding comment like