For graphics, you just do the same thing you would do with an image frame. You take your Rectangle, or Polygon or Ellipse Tool, draw a shape and then go to File > Place (Control + P for Windows or Command + P for Mac: if using the QuarkXPress shortcuts, you need to replace P with E) and place your graphics inside the frame.
You can also convert your shape into a text frame. Click inside the shape with the Type Tool.