If you type this in the Command Centre: setshape 1 (for example) and the Turtle turns into a little dot, here is the explanation: There is no Clipart in your Clipart Pane!
Solution
On the left side of Lynx, look for the + icon and click it, then slide your cursor over to the right and select Sample Clipart. Choose one of the categories. Soon you will see Clipart in the Clipart Pane
Now try setshape 1