As example this VW:

And this backdrop:

Select the entire car, move it to the backdrop and put it at the right place:

Now we're going to put the background also through the windows. Select a part, a bit huger than the window were it has to come through, make a layer via copy, and move it to the right place:

Select the window(the one were the snow has to be) and go to select->inverse and edit->cut:

Do this for the other windows too:

Now select the part under the car where the shadow will come later, make a layer via copy and fill it black:

Lower the opacity of the layer, select the parts you don't need, and do edit->cut:

Raise the opacity back and blur a little bit with the blur tool at the sides of the shadow:

Now you're ready: