Click and hold down the pen button as shown. Choose the first option, Pen tool. Make sure that the paths button is clicked on the top bar as shown.(pic 2)With the pen tool, pick a starting point at the top or bottom of a curve (I chose the top of the leg). Don't pick a point in the middle of a curve. Click and drag just a slight bit. It will become an anchor point with two handles in the direction you dragged.(pic 3)