it is not complicated:

 - a point is created with `QgsPoint(x,y)` and `QgsGeometry.fromPoint(QgsPoint(x,y))`
 - a line is created with two points: `QgsGeometry.fromPolyline([QgsPoint(x1,y1),QgsPoint(x2,y2)]))`
 - a polygon is created with a list of points: `QgsGeometry.fromPolygon([[QgsPoint(x1,y1),QgsPoint(x2,y2), QgsPoint(x3,y3)]])`

Now, look at **Memory provider** in [vector][1]: 

1) two points:

    # create a memory layer with two points
    layer =  QgsVectorLayer('Point', 'point' , "memory")
    pr = layer.dataProvider() 
    # add the first point
    pt = QgsFeature()
    point1 = QgsPoint(50,50)
    pt.setGeometry(QgsGeometry.fromPoint(point1))
    pr.addFeatures([pt])
    # update extent of the layer
    layer.updateExtents()
    # add the second point
    pt = QgsFeature()
    point2 = QgsPoint(100,150)
    pt.setGeometry(QgsGeometry.fromPoint(point2))
    pr.addFeatures([pt])
    # update extent
    layer.updateExtents()
    # add the layer to the canvas
    QgsMapLayerRegistry.instance().addMapLayers([layer])

![enter image description here][2]

2) the line connecting the two points

    layer =  QgsVectorLayer('LineString', 'line' , "memory")
    pr = layer.dataProvider() 
    line = QgsFeature()
    line.setGeometry(QgsGeometry.fromPolyline([point1,point2]))
    pr.addFeatures([line])
    layer.updateExtents()
    QgsMapLayerRegistry.instance().addMapLayers([layer])

![enter image description here][3]

3) a polygon

    layer =  QgsVectorLayer('Polygon', 'poly' , "memory")
    pr = layer.dataProvider() 
    poly = QgsFeature()
    points = [point1,QgsPoint(50,150),point2,QgsPoint(100,50)]
    # or points = [QgsPoint(50,50),QgsPoint(50,150),QgsPoint(100,150),QgsPoint(100,50)] 
    poly.setGeometry(QgsGeometry.fromPolygon([points]))
    pr.addFeatures([poly])
    layer.updateExtents()
    QgsMapLayerRegistry.instance().addMapLayers([layer])

 ![enter image description here][4]



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  [1]: https://www.qgis.org/en/docs/pyqgis_developer_cookbook/vector.html
  [2]: https://i.sstatic.net/Q6kHQ.jpg
  [3]: https://i.sstatic.net/IJGZw.jpg
  [4]: https://i.sstatic.net/cVirH.jpg