Those features are not mentioned much on the forum.
I also had to try around to remember how this works so maybe a refreshment helps others as well...
Hiding the shadows of an object
There is a Shadow Visibilty option in the parameters tab.
With that option you can select if the selected object is casting shadows or not.
In this example the Shadow Visibility on the cube is switched off.
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Matte Materials
If you just want to view the shadow of an object but not the rest of the object that receives the shadow you have to use the "Diffuse" material option and select "Matte - On"
In this example a cube is casting a shadow on a plane in the daylight environment.
Because on the plane diffuse material Matte is ON the rest of the plane is actually hidden.
What you can still see in the scene is the cube and its shadow with the daylight environment background.
In the Environment tab switch Alpha Channel ON to hide the environment.
In this example the daylight environment background is now also hidden.
This way you can have an object cast a shadow and have the rest of the scene hidden.