Hello and welcome.
When using the Curvature Pen Tool you are creating a path. You can only fill a path with color when you have a Shape Tool selected such as the Curvature Pen Tool. I can see by the screen shot you have the Bucket Tool selected and it can't fill a path.......it can only fill a selection.
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You would first have to turn your path into a selection before using the Bucket Tool.
If you have the Curvature Pen Tool selected and you have created a path as in your example, right click, then choose "Fill Path".
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You can also set you Curvature Pen Tool to shape and set the color on the options bar.
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If you want to use the Bucket Tool to fill in the color, with the Curvature Pen Tool still selected right click and choose "Make Selection". This will turn the path into a marching ant selection which you can now switch over to the Bucket Tool and add your color of choice.
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Selection
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Use Bucket Tool to fill selection. Hit Cmd/Cntrl + D to deselect.
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