Create new shapefile (polygon) in ArcGIS

1. In the Catalog window, browse to the Folders where you want to create the shapefile.
2. Right-click the folder and choose New > Shapefile.

Define shapefile properties (Name, Geometry Type, ...).

Coordinate System: Click on the world symbol, and choose the desired (projected) coordinate system.

1. On the Edit tab | Feature group | Create.
2. In the Create Feature window, select the shapefile and click on the type of shape you want to create.
3. Click on the map where you want to put the vertices of your polygon. Double click to close the polygon.
4. On the Edit tab | Manage Edit group | Save.