Why I can't draw on the picture with preview?

As mentioned that is the Highlight tool. It's normally only available when you have a PDF opened with text that can be highlighted.

For free hand drawing, click on the Sketch or Draw tools from the Markup toolbar. Sketch will turn objects into actual shapes, while Draw will let you draw things freehand.

You can select colors from the stroke an fill drop-downs on that toolbar too.

Images from some sources can be read-only, so you need to mark up a copy:

Annotate an image in Preview on Mac - Apple Support

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The tool you have circled is the 'Highlights and Notes' tool. it is NOT generally used for marking up.

The tools for marking up are in the toolbar that opened below, as described in the linked article.

Why can't you?

What happens when you try?

Are you clicking on the Markup icon?

Link-> Annotate an image in Preview on Mac - Apple Support