Depends on what overall effect you’re looking for.
If you’re trying to make it look like all the photos are from different sources, altering contrast, adding photo filters to slightly modify some of the photos could help that. You could add a tear effect to the edges of each photo, maybe a page curl. I’d keep any drop shadows really small and subtle, if at all. The pieces of paper really wouldn’t throw much shadow if they were stuck down.
Or, are you trying to comp things together in a image e.g. adding stuff to a photo of an empty table? That’s a whole other ballgame…
You’d be looking to make sure the light sources are in line, the perspectives match, the colour balance is the same. De-fringing the new objects to help them blend into the background etc.
Hope that helps.