Summarize the following:
Repeat with another square.  Add an anchor point to the top corner of your new square and click free transform tool. Click the top corner and move it down the vertical axis until it rests in the angle that the two adjacent squares make. In the picture, light is coming from the left side. Number 1 should be the lightest, followed by number 2 and number 3 is the darker side.
Create a new square by using the Rectangle Tool. Duplicate it to get two similar squares. Click at the left square and go to the Shear Tool. Select the top right point and move it down the vertical axis. Create a new square and rotate it by 45 degrees. Expand it until the width is equal to the adjacent squares. To make it look more like a cube, colored it while thinking of the direction of light. Finished.