Hi, David. If you read the help file, it should tell you how to make filled shapes. The help file can answer basic questions probably better than the forum can.
But to do my best to answer your question, yes, you can set the thickness of a shape's border by setting the brush width and you can select whether your shape is filled, outlined, or one solid color.
The colors of the shape fill and border are determined by the primary and secondary colors you have selected.