I use version 8, but it should be a similar process in later versions. Make your shape by layering path shapes or freehand drawing. Merge all layers. Use the magic wand selection tool to select your shape. Then use Edit > Trace > Selection marquee to make a path object from your shape, and drag the path object to your Easy Pallette for future use.
There is a more detailed tut here- http://wwell.net/tutorials/pi8/shapes/

HTH,
KayLynn