Using the freehand tool or the pen tool, I can draw arbitrary curves.
How can I create a closed curve that will also be filled with color?
OK, I see that it works in your file, but I do not understand how you did this?
I click "Locus", then click the pen-stroke, but nothing happens...
Another possibility for fill a Pen-stroke inside with color.
@NoelLambert, @alfabeta2, @rami: thank you very much! Both solutions work well.
The first solution works both for penstroke and for freehand; the second is more intuitive, but works only for penstroke.
Frehand produce conic and polygon. Fill this with color is not a Problem.
Freehand produce also Functions and Segments (and not more types).
For this object-types its better to use IntegralBetween (instead of Locus)
In the attachment some examples.
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