I'm quite new in Flex and I wanted to try to build an
application using Flex.
I would like to know if there is any possibility to create
customized shapes with Flex for example shapes like clouds and
arrows and then use these shapes in the web based application with
a simple drag and drop.
Yeah, you can create a button for example by extending the
existing Button class, and then use graphical or programmatic skins
so it looks totally different. And because you are extending an
existing Flex class you get drag and drop support and much more.
See the FB3 help system.