Hmm, I haven't used PSP in a while but...

The layers, I'm pretty sure, work the same way.

I just tried a few things out in PSP...

I'm not sure I know what you mean though? The layers do work the same way, and the draw tool works the same as the pen tool more or less.

I'm assuming your problem IS with the layers. To shade, you want to make sure you use the same layer as the basecolr (OR you can make a new layer above it) If the layer is below the basecolor, nothing will show up.