Introduction - Legend
Drawing commands can also be selected directly from the Drawing menu. The top of the drawing menu lists the available drawing window types, and the bottom shows the drawing commands available for the selected drawing window. If the script window is in front, no drawing commands are listed. Different types of drawing windows will have different sets of commands.
Some of the drawing commands are automatically created when you drag a variable into a window. One of the commands that needs to be selected from the drawing menu is the legend drawing command. This drawing command detects other plot drawing commands in the drawing context and will include them if the "Include In Legend" box is checked.
To adjust the drawing style for the legend (font style, size, background color etc), open up the drawing command. More details on how the drawing command can be used is found by clicking on the ? button in the lower right corner of the command.