Ah, I see, I need to specify an OnPaint Event. Thank you.
Edit: Wait. The PaintBox1Paint executes, but I still cannot see anything.
Aha, it should say
procedure TForm1.PaintBox1Paint(Sender: TObject);
begin
with TPaintBox(Sender) do begin
Canvas.Brush.Style := bsSolid;
Canvas.Brush.Color := clblue;
Canvas.Rectangle(5,5,8,8);
Canvas.FillRect(0,0,10,10);
end;
end;