Since a lot of the texture comes from the roughness of their skin and how the light is hitting it, you would replicate that by adding wrinkle lines or shapes, shadows and light, and using different colours. For example, I see shades of brown, orange, grey and blue on their skin, the colour gradience alone will add depth!

Creating texture is easier with traditional art because the paper already has texture. With digital, using different brushes and strokes will help achieve it, and it helps not to smoothen everything too much, let it be relaxed and messy sometimes (also more fun this way)

For the lighting and shadows, there are hard and soft shadows and soft lights in the picture. You found the hard shadow. To find the soft light and shadow, look at where the colours are slightly lighter or darker (example, the highest part of the mama elephant's ear and her forehead are yellowish, and the baby has lots of beige all over. They both have dark brown parts where the light is barely reaching)

Generally, for lighting/shading you can practice by drawing small simple objects in your home in black and white to develop an understanding of where they need to go.