How create polygon
Point with cursor at any place and press „Insert“

Single vertex will appear.
Now press „X“ (it will lock X axis), Hold Shift, press right mb, and dragt to left.

Release Shif and mouse button. Now u got two vertexes alligned in x axis.

Select them and perss „Y“ (lock Y axis).

Again press and hold Shift and right mb and drag down.
Now u have 4 alligned vertexes.

If u want create face, select them all…

And press „F6“. It will create new face.

Done. Now u have face. In Oxygen is able use faces made from 4 vertexes. It is not possible in 3D Studio MAX for example.