First, the bottom photo you posted is almost certainly photoshopped, so it's not a good representation of the lighting and effects you can get in sl. However, you can get some very realistic looks, but there are a lot of factors that go into how you look in sl. Here's a little list of settings that will help. These are going to be dependent on your computer, of course:
Enable Advanced Lighting Model.
Enable all local lights.
Turn on Ambient Occlusion. It softens the edges of the shadows and does a few more things.
Set your resolution to Outstanding. (It's a FS setting. Not sure if it's the same in the Linden viewer.). If you can walk around with Lifelike, even better.
Set your Anti-Aliasing t0 16x
Those are just to get you started. You could also turn on your Depth of Field, but that's going to put some more pressure on your graphics. If you have a newish system, you'll probably be fine.
There are other settings, but that's my getting started list. If anyone else has any suggestions, weigh on in. : )
Now, about windlights. Most of them are a bit too extreme or don't have decent shadows or the colors don't belong on this planet.
I make almost all of mine. However, there are a few nice ones that might work for you:
(SS) Atmospheric 06:00 b Nice, dusk windlight. The shadows could be better, but the light is good.
(SS) Atmos 07:00 1 and 0:800 1 Both nice, and nice enough shadows. Again, nice dusk time light.
AvatarOpt. There's one called Analuletia AvatarOpt -- that one's not too good.
Papersnow is nice, but you have to change the time of day on it to get it to look nice. I like it around 9 am.
Raymond's Bright and Hazy Day and Raymond's Brighter Day
That should get you started on windlights. At the very least, play with the time of day. That can make a huge difference in the look of the windlight. If you edit a windlight, remember time of day controls the height of the sun in the sky, so it controls the length of your shadows. Est angle controls the angle of the sun (or moon) relative to the horizon, essentially control the angle of your shadows.
Feel free to im me in world. All of my flickr photos are done in-world without photoshopping: https://www.flickr.com/photos/myrawildmist/