I figured out that holding shift allows me to highlight a square I click on, but no luck finding the shortcut for arrows. Using SCID Vs. PC 4.9.
I use Scid 4.2.2, which is quite old, but maybe what works there also works in Scid vs PC.
You can open the Comment Editor window, and besides editing the comment and adding things to squares, you can also click and drag over the board to create arrows.
Make sure to store the comment before you enter the next move, or it will be lost!
You can only draw arrows and other board diagrams in the comment editor. However, the code for these arrows will show in the pgn window, which is annoying.
This would be a welcome change to the program. I would also like to see a return to the old best game tree window where you could choose the number of games and the result.