I put the auxiliary light on and it is good. No shadow. When I render the video, shadows appear. Why is that?

Auxiliary light is not rendered, it's sort of "tool". The same are, for instance, camera "dummies".
If you want to achieve something similar but in rendering, then you can disable shadows in the lights you're using, as well as in the project Visual tab, turn off Ambient Occlusion, then play with Global Illumination and Ambient light.

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Software developer. iClone hobbyist since January 11, 2020. Best work so far: Robots among us: The Lab and The sad end of a legend
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As ampertox said, it is a "tool", esp. when working in dark (night) scenes, you can put it "on" to animate.
But it will be disabled as soon you render...

Toystorylab on Vimeo :     Crassitudes (my "Alter Ego") on Youtube: 

Where to find Ambient Occlusion, Global Illumination and Ambient light?

They are all in the Visual tab:





Gerry

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