Updated March 4, 2019.
Almost* everything you can create in Animate is a referred to as a Shape. All the following tools are used to create Shapes:
Pen (P) Line (N)
Rectangle (R) Oval (O)
Polystar Pencil (Y)
Brush (B) Paint Brush (Shirt+Y)
* The only tool from this section that does not create shapes is the Text Tool (T). To convert text to shapes, you must first Select (V) the text box and then Break Apart (Ctrl+B). Breaking Apart a text box once will split the letters into individual text boxes. Breaking Apart a second time will turn those letters into Shapes.