Hi,
I just installed the latest KiCAD (4.0.4), and I am attempting to follow the instructions from the Quick-Start tutorial.
I’ve been successful at starting the component (STM32F030), creating the pins and placing them around the place where the IC component would be.
I then attempted to draw the border as described in the quick-start tutorial around the part using the draw border icon - while drawing and dragging, you could see the border, but as soon as I released the mouse button, the border vanished.
What else needs to be done?
Thanks!
click&hold vs. click&click
Try clicking at first coordinate, then move, then click at second coordinate.
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Thank you very much Joan!
I don’t think the quick start video tutorial really went into the mouse handling in KiCAD. I’m used to other drawing packages packages and how they handle drawing a rectangle or border, and just assumed that was the way it should work.

You are not alone here.
This weekend a held a KiCAD training session and at least one of the trainees had the same problem.
I never thought to mention it because i’m so used to this behavior that i didn’t realize that it is indeed a bit weird.
(My next trainig will include a few tips about mouse handling. If i remember it until then.)
Yeah, I think I was irritated on that one for the first 30 or so minutes when I started with KiCAD.
The worst is always zooming with the mouse wheel, where different CAD tools user different settings and after using one for a while and coming back to the other will have you zoom into the wrong direction for most of the day… 
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