I am new to Houdini and I am foolowing along the Houdini is Hips tutorials, I am getting no shadows in Render viewport, also the exposure or illumination are not same, making very difficult to set the lights as the tutorials. What I am doing wrong?

In the center of your screenshot notice there is a Lightbulb icon depressed. There are two more lightbulbs below it. Each light icon represents another lighting feature try activating the bottom most lightbulb icon for full lighting effects.

Also notice those little triangle in the icon's corner. That means there is a right-click menu under that icon with more options.

Generally speaking, the viewport is just a guide. Don't expect a 1:1 match without using Solaris.

it's because your KarmaViewer Viewport is set to HoudiniGL
set it to one of the Karma renderers, in your case Karma CPU to match your Karma render settings


but also don't use RenderView when you chose to use Karma, as you can see RenderView is rendering using Mantra and it most likely created a new Mantra node in your /out folder