There are several ways to do this here are a few:
To get a softer effect that will be more natural and less made up use foundation. I like to apply my normal shade to my face then a shade or two lighter for highlight and 1-2 shades darker for contour. Then using a damp beauty blinder softly blend them out. This is the method I Show below.

For a more dramatic effect you can use powders. Start with normal foundation routine then using a very light powder press it into the skin in the highlight areas and let it sit and press in a darker shade or none shimmer bronzer in the dark areas. I always use a lot of product for this method and really press it in then after it sits for a while use a fluffy powder brush and knock off all the extra. Be careful not to brush to much or it will get muddy.