Anfy3D is much much more low level and basic than jPCT is (there's no much support for anything else then pure polygon pushing). The version i have here shows no traces of support for shadows or mirrors (or at least i'm unable to find them), so i assume that they have "hacked" the engine to do it and that it's not a official feature that you just have to enable.
To answer your question: It it possible to add these things to jPCT, but i won't do it ATM. For mirrors, you should be able to do it yourself by rendering into another Framebuffer which you then use as a texture. It will slow down to a crawl in OpenGL, but should be possible in software mode. Shadows are difficult to add to jPCT's current pipeline...i once started working on that but stopped it after two days. It would require a major refractoring to make them work and that won't happen in this iteration of the engine, i'm afraid.
Edit: google for EgonOlsen and anfy3d to find out what i really think about anfy3d... :wink: