I think that not all used ps for the contest.
The site is a contest site for ps, but you can enter with other programms, because how should they know about that?^^
Yes it's the right section
I think there is no tutorial right away.
But you can copy this effect with the custom brush plugin and brushes.
link of plugin
link of brushes
in the first picture i don't see any yellow or black shadow. it's only around the gun.
if you want the gun to be yellow you can use the colorbalance or the ed harvey effects for that.
for the yellow outline you can add a new layer push it under the layer with you gun and then add color and blur it a bit.