Layers in CartoDB are single-geometry at this moment, which means that you can only add a type of geometry in each layer. (Points, lines or polygons).
If I'm not wrong, the tutorial you're mentioning is adding extra layers per each kind of geometry. That's what you need to do too.
In the right toolbar, there's a '+' icon in the top which allows you to add a new layer to your map. Just add it from an empty/new table and you'll be able to start drawing geometries of other type there.
If you need to have points, lines and polygons in your map, then you'll need at least 3 layers.