Problem with Unity GUI !

I looked at tutorials on YouTube by TornadoTwins (check them out) and when they design, for example, they add a cube. Then they press F. The blue outline of the box comes. When I do that, nothing happens. Why ? I want the blue outline, so that I can resize it and etc.

Another thing. They add a cube. Then they add a sphere. Now, both the items appear on the screen. They can move both spearately.I first of all have to select the object from the hierarchy to make it appear on screen. Why is that ? Please help me ! ASAP