The Draw With options allow you to select the GIMP drawing tool to use. The tool selected, one of Pencil, Paintbrush, Airbrush or Stroke Outline, will use the currently selected brush from the Brush Selection dialog so be sure you've selected your brush first. The Paintbrush tool has an additional option, Paintbrush Fade Out which is identical in use to the Fade Out option of the Paintbrush Tool Options dialog. It determines how quickly the paintbrush fades as it draws. Smaller values greater than zero mean the paintbrush fades quickly as it draws.
Larger values mean it paints longer lines before it begins to fade.
Similarly, the Airbrush tool has an Airbrush Pressure option that functions the same as its Tool Options feature of the same name. Arrows are drawn in two steps - first their outline is drawn using the selected drawing tool and then this outline is filled, or not, using the method specified by the Fill Type frame. The default is to fill the arrow with the same color as its outline. Alternatively you can fill the outline with the currently selected Pattern, fill the outline with the pattern but leave off the drawn outline, or just outline the arrow shape. The last frame involves the drawing of the arrow's tail.