Take your skills to the next level and experiment with scale
Go to File>Open and choose your skyline image. Next, place your subject into the picture. Resize the subject to make her fit the image better.
Pick the Quick Selection tool (W) and select the subject. Go to Refine Edge, tick Smart Radius and enter 2 in the Radius, 0.5 for the Feather and -20 in the Shift Edge. Select the Refine Radius tool and paint around the hair.
Go to Layer>Layer Mask>Reveal Selection. Take a small soft black brush and tidy the edges of the subject. You can hide parts of her feet behind the building to help blend her in. Reduce the Opacity of the brush when around the hair.
Duplicate the subject (Cmd/Ctrl+J), Ctrl/right-click on the layer and rasterize it. Go to Image>Adjustments>Match Colour. In the Image Statistics section, choose your image for the Source and choose the background for the Layer. Click OK and set the Opacity to 50%. Go to Layer>Create Clipping Mask.
Create a new layer (Cmd/Ctrl+Shift+N) and name this Shadows. Cmd/Ctrl+click on the subject mask to select it, go to Edit>Fill and fill the selection with black. Go to Layer>Layer Style>Blending Options. Reduce the Fill opacity to 0% and tick the box ‘Layer mask hides effects’.
Click on the Inner Shadows option and use black as the colour on a Multiply blend mode with 50% Opacity. Untick the Use Global Light option and use an angle of -137, Distance of 22, 0% Choke and a Size of 50. Click OK.
Go to Layer>Create Clipping Mask. Add a layer mask and then using a soft black brush, paint the areas to hide the effect of the shadow from places you don’t want it to be. A prime candidate is the left side of the subject.
Repeat step 5, name the layer Highlights. Click the Inner Shadows option, use white as the colour on a Screen blend mode with 70% Opacity. Untick Use Gloval Light and set Angle: 36, Distance: 20, Choke 0% and Size:50. Click OK.
Go to Layer>Create Clipping Mask. Add a layer mask and using a soft black brush on the mask, paint to hide the effect of the highlight from places you don’t want it to be. Set the layer Opacity to 80%.