For tutorials on airbrushing, especially highlighting and shading,
BuyPainted is essential watching. I love his technique and he shows it well in all his videos.
Basically, what you can do to shade with an airbrush is the same as you do for highlighting, but with a darker colour and from underneath instead of from above. Then use an oil wash to pick out recesses and details. Pick basically any of his videos - he probably has some for your army, and he'll show you from beginning to end what to do.