Here is a basic article that will help you figure out how to draw these shapes:
To draw them using the mouse, just start the drawing on mouse down at the coordinates of the mouse pointer (set that as one corner of the object being drawn). Then set the other set of coordinates as the current location of the mouse pointer (and keep updating it as it moves). When the mouse up event occurs, finalize the other set of coordinates as the current location of the mouse pointer. This way you can click and drag out a box, ellipse, circle, etc. easily.
By the way, is this homework? I remember doing an application like this for one of my classes.