Shadows can be formed :

• A shadow is a dark area where light from a light source is blocked by an opaque object.
• A shadow needs a surface or a screen to form such as a ground or a wall. 
• Without a screen, the shadow will not have a place to get projected.
• As long as there is light, an opaque object to block the light, and a surface or screen to cast the shadow on, a shadow can be formed at any time.

Therefore, we can say that shadows can form on a screen only.