Select the 'Filled Polyline' option from the Polyline button (bottom half of button) from the DRAW ribbon.
Now click on the screen where you want to start drawing your Filled Polyline.
After clicking the 2nd point, a Red circle will appear at the start point so you know where you started.
Continue clicking to create the shape as required, if you make a mistake at any point, press U on your keyboard to jump back one step.
Once you have completed your shape, press ESC (escape) to finish.