Your distribution might package Synfig in its repository, but be sure to download the most up-to-date version directly from upstream. The Synfig site offers .rpm, .deb, and generic .tar packages. If you download an .rpm or .deb, then use your system's package manager to install them as usual. If you download the .tar file, just untar, place into a sensible directory such as "/bin," and run synfigstudio.
Applying shading to every single frame of animation is tedious work, but Synfig studio can do the work for you. It uses a system for soft shading using curved gradients within a given area. This lets you apply shading to a layer once at the beginning of a gradient, and then again at the end, letting you easily change the shading between frames without having to do each one individually.