Define a List of points and then apply Polygon to them. You can define styles for the face and edge of the polygon with FaceForm and EdgeForm directives.
points = {{0, 0}, {1, 0}, {1, 1}, {1/2, 1/2}, {0, 1}};
Graphics[{FaceForm[Orange], EdgeForm[Directive[Thick, Black]],
Polygon@points},
ImageSize -> 200]
You can also click off a series of points using the cross hairs on the GraphicsTools palette from the menu Graphics/Drawing Tools item and then paste them into your notebook.
