***RESOLVED. I just needed to update the program. Oops.
I created a new feature class called "MapBoundry" and then went to the edit ribbon > features > create. I made a polygon which showed on the map while I was making it, but as soon as I clicked finish it disappeared. The polygon shows in the attribute table though.
I'm using ArcGIS Pro 2.0.0. I checked on a few other posts with similar issues, but there weren't updates about a resolution. Any help you can offer is appreciated.
Here's a screenshot of what I'm looking at