I think the way most people do shadowmaps is by creating a map beforehand and then applying it to the objects. Is it (easily) possible to calculate shadows on loading the program? I have only basic knowledge of openGL, by basic I mean I don''t know any stuff past tut 25 really besides collisions/octrees/etc.

You can, but why?
The thing is that even if you only have simple shadows and little geometry it can take some time.
For instance, a regular quake3 map(more specificly a map from the q3 mod urban terror) using only a few light''s and a quick and dirty test compile can take a few minutes, if you want it to look good you might have to wait for about a day for it to finnish.

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You are talking about lightmaps, not shadowmaps. There is a big difference. One is precalculated, the other is realtime.

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I think you could do it look
here, here and here. That should get you started.