This feature is not yet supported on Windows 10
To enter drawing mode, tap the live button showing a 'paint brush' icon in the bottom right corner of the home screen.
Once you are in drawing mode, the app bar will change and show the drawing controls. Select a brush and start annotating your songs with notes. The eraser can be used to remove individual lines and the undo will revert the last action. You can use the delete button to remove all the drawings.
Once you have finished, use the back button to save the notes.
To customize the style of the pens, select the pen you wish to change and then tap on it again. This will open the pen edit pane allowing the color, thickness and opacity of a pen to be customised.