Start by selecting the Draw Polygon tool. You should now see the poly properties in the top section of the edit panel. If you do not see the edit panel on the left side of your screen select View Toolbars Edit Panel. In the top section of the edit panel you can select the type of polygon ( filled or simple polyline), line width if simple polyline is selected, layer, give the poly a name and select a net. I like to start using a simple polyline to create the shape I want. It is easier to see when the shape is complete.
Now that you have set the properties for your polygon, you can draw the desired shape. If you have opted to use a filled polygon, the shape will be complete once you return to the starting point with the polygon tool. If you have your grid set too small you may have trouble completing the shape. A filled polygon must end at the exact same grid point you started from. Try using the pageUp/pageDown keys to zoom in to the polygon end point to make sure you hit the right point. You may want to set you grid to a .1" or .05" grid to draw the polygon then change the grid back to the smaller value to make fine adjustments.
If you are using a polygon line, draw the desired shape then switch back to the Select Object tool by pressing esc. Next, right click on the polyline and select Toggle Filled/Unfilled from the context menu. Now that you have the filled polygon right click on the filled polygon and select properties. Here you can name the polygon, select the desired layer and assign the polygon to a net.