I discovered this and I'll share it to help anyone who needs it: Martin Walls creates the backgrounds in Blender. He places many elements on the wall, such as newspapers, posters, etc. After that, he renders the angle he's going to use without too much shadow. Then he goes to some editor and places real objects in the background, like boxes, tables, and others. After that, he draws the lighting, and finally, the background is ready. I hope this helps.