This answer is SO WRONG for 2020. I don't know why these old posts aren't deleted once some Adobe genius decides there's a different way that you can do this. There is nothing in the latest version anywhere close to this solution. Sheesh!
Nope. I've got 2021 and this basically worked for me. I chose the Brush tool, set its size and color (i.e. Foreground) and all of the other settings first, then from the Path drop-down menu in the Paths pane, I chose "Stroke path", et voilà/!