The Rectangle widget is a simple object shaped as a rectangle with only size, background and border properties.
Use the ellipse widget to draw either circles or ovals in your prototype. It can hold text as well if you double-click on it, just like all the other shapes but the lines.
The triangle widget can be used to draw triangles (obviously). Drag the 'yellow' diamond in one of the corners to configure the angles. Combine that with the rotate to have the triangle you want.
This widget can be used to draw callouts or message-like elements. Drag the three 'yellow diamonds' to configure where the pointer has to point and how sharp it is.
Just that, a line. You can make it thicker or thinner using the properties panel. You can also turn the line into an arrow by properties using the start or end marker options.
An arrow is a line with a start or an end marker. Rotate it to make it point to where you want.