i thought mars was to far away from the sun

would the rocks on mars have shadows if there was no sun by them ?

There will be shadows to everything as long as the sun can be seen... Basically, even on Pluton, if we go there one day, we'll have shadows...

wherever is enough light to take a visible photograph, be it natural sunlight or with the help of artificial flashlight, there will be room for shadows....

solar panels work on and around Mars.. must be a star withen useful distance to use them

Sunset on mars
In the picture above you can line up the shadows and see it is sigficantly lighter where the sun is shining. The rovers also have sundials which allow a referance to make near true false color images