1. Its filename includes the string '_black', so MEP will automatically assign Chroma key = Black, so that it becomes transparent, an obvious requirement.
2. It's 4 seconds in duration. Use Video effects > Speed to suit your needs.
3. Use Video effects > Art filter > Substitution to change its colour if required.
4. Resize and position as required.
Note that it's not a rounded rectangle like your example, which is more tricky.
Edit: I've extended the finished rectangle by a few seconds.
Key Frame Animation. Search for 'animate' or 'keyframe' in Help.
Also I wanted to know how can get last frame? With videos I usually catch it using a VLC Media Player option haha
Read up the basics of how to use the program in Help or the PDF manual. To capture the last frame you first need to find it and there are several approaches to do that. The easiest is to place the orange time marker close to the RH end of the object and use Ctrl+0 to make the marker jump to the next border on the right. Unless there are other objects below, this will usually be the RH edge of the last frame, so you then need to use the left arrow key to view that frame. Alternatively, zoom in until you can see the individual frame. Anyway, then use File > Export movie > Single frame as BMP (or Single frame as JPG).
Further to Terry's animation, you can make your own if you have a program that can create an animation, like Xara Photo & Graphics Designer or Xara Designer Pro.
Here are a couple of freehand brush box animations that I made with Xara. I modified the speed in MEP to adjust to the video as Terry mentioned, and I used key frame animation to slightly move and resize the box as it was drawing, in order to follow the wine bottle that moved slightly.
Not the position of the animations and the size/position keyframes for one of the animations in the image below.