Drawing your own shapes with the 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. This is truly one of those things that makes a ton more sense once you try it for yourself, so please do.
Once you have created a shape, you can select it with the Selection tool and edit its points, adjust existing handles, add handles to points without them, or change the shape's attributes with the Style and Properties inspectors.