To change the colors in the Color Blender, set the current color (for example, using the RGB or HSV sliders) and then click a corner square in the Color Blender.
To store the current color in the Color Swatches, drag the Current Color Swatch over a square on the Swatches board.
To create a new shape layer, first create a new image layer and make it the active layer, then create a new shape.
To convert an individual shape within a shape layer into paint, first re-create the shape on its own shape layer. Then convert the shape layer to an image layer.