To sketch an integral below one curve, make sure you are in Integral mode. Move your mouse until the start point of your integral is shown. I have picked the x intercept but I could also have picked any point on the curve. The important thing is to wait until FX Graph gives you a message indicating it has found the function.
Click and hold the left mouse button, now move the mouse towards the end point of the integral. FX Graph will shade the integral as you go.
Release the mouse button when you have reached the end point of the integral and FX Graph will shade the integral for you.
If you move the cursor over the integral and "hover", FX Graph will display the details of the integral.