depends how complicated you want to get. if all you want is a blue box with "What would you like to do?"
then the easiest thing to do is

1) add a panel
2) dblclk to get the properties box
3) click on the label tab
4) paste or type What "would you like to do?"
5) click on the color tab
6) click on the fill button and then the colour you want (i.e. blue)
7) click on the letter button and then the colour you want (i.e. white)

8) click on size and try different sizes until you get the look you want (when you click on a different box it will apply the changes so you can see the final setup)

even if you want a fancier box, (what TIIEWL describes) then you can skip 6 and possibly 7 and use step 8 to determine the size of the icon.