Three kinds of drop are forbidden. On this site an illegal drop is simply refused: the board won't let you make it.
Nifu — two pawns on one file 二歩
You may not drop a pawn onto a file that already holds one of your own unpromoted pawns.
Only unpromoted pawns count: a tokin on the file doesn't stop you.
And nifu is only about drops — moving pawns never creates two on a file anyway, since pawns only move straight ahead.
Uchifuzume — mate by a dropped pawn 打ち歩詰め
You may not drop a pawn that gives immediate checkmate. Here a pawn on a8 would be mate — Gote's king could neither capture it (the gold on b7 protects it) nor escape (the gold covers b8, the silver b9) — so the drop is illegal.
The rule is narrow. Every other way of giving the same mate is legal: dropping a different piece, as above, or moving a pawn up the board.
And a dropped pawn may give check, as long as it isn't mate:
Dead-end drops 行き所のない駒
A piece may not be dropped where it could never move: a pawn or lance on the last rank, a knight on the last two. It's the same rule as forced promotion, and a dropped piece can't promote.
Try it
Try it: Checkmate Gote in one move. Careful: one of the obvious drops is illegal.