There is no easy method for special effects like that, but you can fake some of them pretty easily:
Shadow: Render your text twice, once normal, once dark with a slight offset (render the normal text above the "shadow" text)
Border: Similar, but this time the "border" text that lies behind the normal text has to be a bit bigger (and also needs an offset to the top left corner)
Glow is a little "harder", but can be achived in a similar way. Just render the text twice and use a shader to blur the underlying text
