You can use the virtual pen to draw and write during a Multiplayer Session for both logged-in users or anonymous users joining with Presenter permissions on Desktop and in VR.
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Drawings & writings are persistent only within a current session -- as soon as there are no more participants in a session, all drawings are erased.
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On desktop

You can find the Pen icon on the left bottom corner of the window. . Once in drawing mode, here are the options you have:

Using a VR headset

To select the pen in the 3D Room and in a 360 Scene, you need to first display the control panel by clicking with your index on the controller trigger.

Once displayed, you can find the button to start drawing in the top center of the control panel

Here are the options you have in drawing mode in VR: