How to use a green screen to photograph objects and change the background color [migrated]

What I want to do is to take a picture of my chair and place it in different rooms or apply different wallpapers in the background WITHOUT losing the shadows or the lights in the background.

First of all, do I need green screen to be able to dot that?

If so, I have taken a picture with a green screen in the background. How should I place the chair in the room or apply wallpaper in the background without loosing the shadow of the chair or the lights in background?

This is the picture:

Thanks