To make an arc withe the pen tool, Click and Drag to create a point and the handlebars you will use to modify you Bezier curve. Do the same when you place your lines End-Point. (Use the handlebars to modify the shape of your path, you can also grab a curved path with the Direct Select tool and manipulate it directly)
To make multiple lines into one shape press Cmd+U to enable Smart Guides, now when you move your end-points together they will snap to the identical coordinates. Next, press ‘A’ to enable the Direct Selection tool and use it so select two of the endpoints that you wish to join. With these two end-points selected press Cmd+J to Join. You can join points, not objects.
You can than test your fill color.
Repeat as necessary.
Accidentally selecting stray points will interfere with this process.
Cmd+Opt+J will move two (or more) selected points to the same coordinates.
If two points are not at the same coordinates when you join them a path will be created between them.
These are great tools that can be used in many ways. 🙂