First they put two lights at 45 degree angles to each other, left and right, the "key" and "fill" lights. The fill light is less bright than the key light, from around half to one third as bright, so the shadows, while not as deep as with one light, are still there. Then you aim a light from over head and somewhat behind to the subject to put a "highlight" on the edges of the muscles. (portrait photographers do the same to put a highlight on people's hair)
If you want sharp shadows, you use light that are "point sources", that is lights that come from relatively small areas. It you want soft shadows, you use a reflector, like an "umbrella" made with the same semi metallic cloth as movie screens.
Soft shadows are more flattering to people's faces who have lots of wrinkles and blemishes, and it makes muscles look rounder. (The so called "baseball" or "cannon ball" biceps.)
Point sources make things look more "defined" and sharper.