You'd have to do this as a 2-step process:
1) draw a quad ( 2 triangles ) with a texture ( many, many examples of this )
2) calculate where on the quad the mouse clicks hit, map those locations to texture coordinates, and then lock the texture and update it at those locations.
if the quad is at z==0 and fullscreen, this is basically a paint program, but using the 3d pipeline. then the mapping is relatively straightfoward.
if the quad is "in the scene, at some z value" then you have to use a variation of the "pick" sample to get the mouse coordinates as world coordinates, map those to the primitive, and then to the texture map.
hth
http://www.futuregpu.net ex-Aces Lead PM/ex DX SDK PM/ex D3D Evangelist now LRB Launch Native Title Wrangler