The shadows that we can see with our naked eyes are simply areas less lightened than adjacent areas.
If you are talking about the wet sensation this is determinate by the contact of several liquid (not all mercury doesn't wet you..) with your skin. When you touch water or a water wetted material part of the water molecules are transfer to your hands (an hydrophilic material) and so to the receptor cells giving the sensation of wet, this sensation can be cause however in some case of parasthesias even if there are no liquid particles. In fact there are no "wet receptor" over your skin but the sensation is due to the elaboration of different stimuli from tactile, pressure and temperature receptor present in you skin. So something is not per se wet, but is an attribute we perceive.
... we could however say that "Wetting process" is caused by the presence of a thin liquid particles layer over a material. However saying that this area is wet has not much sense because shadow are not a material so can't be wet.
If for "shadow" you mean the material beneath a determinate area less lighted (so you are talking about the seabed less lighted) this depend from the chemistry of water and the chemistry of the seabed. Normal sand is hydrophilic (magic sand no, but seems there is no magic sand in the seabed normally :-) so is can be wetted. So in this case the sand is wet.
If for shadow area you mean an area you can't observe with photons so you question is: Can I determinate if an area of a material not irradiated by electromagnetic waves and submerge by water has a thin liquid water particles layer? so you want to determine it without using techniques that involves photons, because photons would invalidate your experiment. I think you can measure the temperature (with a very precise thermometer) of a box with a reproduction of a seabed after an adding of water in a dark room. A wetted material release a little little bit of heat when bond between water molecules are formed. Otherwise more simply you can put your hand beneath the sand before adding the water in complete darkness not so precise but I think is enough!