How to use the Pen Tool in Photoshop correctly?

[Vamp]

Do I use the pen tool in the same way as I do in AE, to make masks? Because when I try make a mask from one layer to another by drawing with the pen tool, it just makes a black (or whatever) color shape and in layers it gives me the square with the color + a square that says shape... So I guess I don't use it for masks, but when using it to draw from scratch, whenever I make a new line with the pen-tool, it starts a new shape on a new layer, so the previous pen-shape dissappears, how do I use this properly? The help is pretty vague.