Pen tool
To start a new shape, click anywhere on the canvas. Each subsequent click adds a new point to the shape, until you double-click or press Return to make the final point. At any point, instead of clicking, you can drag to create a point with bezier handles. While creating a shape, you can press Delete to remove the last point you added.
Bezier handles can define virtually any shape, once you get the hang of them. Each point can have a handle facing the next point, and a handle facing the previous point. The line between two points is defined by the first point's forward-facing handle and the second point's backward-facing handle. With no handles at all, you get a perfectly straight line. With handles, the line between them is a curve that tries to compromise between the handles' length and direction.
Once you have created a shape, you can select it with the Selection tool and edit its points (and their bezier handles), or change its attributes with the Style and Properties inspectors.