Follow the same workflow from the demos: build the mannequin, add folds on top, then light those forms. You have two options for how to approach it.

Option 1: Take 4-6 existing drapery studies you've already drawn (mannequins or drapery with the surfaces already worked out) and add shading to them.

Option 2: Start 2-4 from scratch using new references, drawing the mannequin, the drapery, and the lighting all fresh. More work, but it drills the full process.

As you shade, focus on separating light from shadow, then use edge quality to describe how the surface turns and what form is underneath.