The reason this happens is because the layer you are drawing onto (the Current layer) is set to invisible. Layers need to be visible to see them on-screen.
You can check which layer you are drawing on by looking at the drop down box in the bottom left of your screen next to the word "Layer".
To resolve this problem click on HOME > Layers, find the relevant layer and make it visible, then click OK. The entities you have drawn will now appear.