If what you wish is to draw a thunder shape you can use the Line Tool (N) (with snapping turned on) or the Pen Tool (P).
Alternatively, you can even achieve this by drawing a rectangle with the Rectangle Tool (R) and manipulate the points until you get the desired result.
You say you want to draw a shape with "many vertices", but the example you provide only has 7 vertices, which is practically nothing as vector shapes go. So I'm confused about what you're actually asking.
I am new to the world of Animate but with the help of JC I got it.