Hi I’m trying to apply Mars bump map. The shadows are applied but the surface is still a smooth sphere.
That’s what a bump map is. In overly simple terms, it’s only shadow information. In this case it’s only calculating height, hence the b&w color. If it were a “normal” map the information would instead be vector data, hence RGB (corresponding to XYZ).
It sounds like what you want is “displacement” where the actual mesh is altered by a texture. Currently “micro-displacement” is the cool future feature.