Nice model, this must be good lighted!
I can't exactly right say "how to"
But you can try this way - make material -> make base color(i think this is important for render and lighting later) -> Did the global light, then additional light sources with different colors like sky, back lighting etc.
(Maybe, a simpler and faster way to experiment with all of this - create material and color for your Shrimp on sphere to get acceptable result, and then continue to set up on the model)
Dim light and black shadows need to be fix first i think and perhaps a little wrong direction to look at all the interesting shapes of the Shrimp
Old version seems looking better, but there we can see only one white light source, it's looking boring
Huh..have fun ^__^