Shape tools
That single grey rectangle with the white outline in the lower third of the Tools window is the Rectangular Shape Tool, and rightclicking it will reveal the additional Ellipse, Rounded Rectangle, Polygonal, Line and Custom shape tools. Dragging the cursor with one of these selected will create the specified shape, and holding down Shift as you drag will keep all the edges equal in length. With a shape created, you can select a Fill colour (this fills in the whole shape) or Stroke (this creates a line over the border) using the Properties bar at the top of the screen.