So far you have been moving whole objects around. To sculpt their shape, you need to step into Edit Mode.
Two complementary modes
- Object Mode: you handle the object as a whole (position, size and so on).
- Edit Mode: you reshape its internal geometry, point by point.
The Tab key switches instantly between the two: it is the single most-used shortcut in modelling.
The geometry of a mesh
Every 3D object is a mesh made of three elements: vertices (the points), edges (the lines between two points) and faces (the surfaces). The 1, 2 and 3 keys let you choose which of them you are selecting.
Key takeaway: Tab is the gateway to modelling. Object Mode to place, Edit Mode to sculpt.