Before you can create a shape, you must create a curve or set of curves (or you must already have a curve or set of curves in your wire file).
Curves are the basis to develop shapes; shapes can be used for painting, masking, or invisibility masks.
You can easily create shapes from curves by selecting Image(fill), Image(outline), Mask, or Invisibility mask from the pop-up menu in the Global Auto-Shape section of the Paint Panel. The shape is created as you draw the curve (as long as you have a canvas in the window where you are drawing).
For information on creating and editing curves, see Create curves.
For information on creating canvases, see Create curves.