Being "convex" means that if you pick any 2 points within the polygon and connect them with a straight line, the line never goes outside the polygon. Triangles, squares, and circles are all convex. The letter "E" (as a polygon) is not convex.
This is legal:
POLYSTART REPEAT 4 [FORWARD 150 RIGHT 90] ; a square is convex POLYEND
This is NOT legal:
POLYSTART REPEAT 3 [ FORWARD 150 RIGHT 90 ] FORWARD 50 RIGHT 90 ; error: these instruction FORWARD 50 ; add a cavity to the LEFT 90 ; polygon FORWARD 50 ; LEFT 90 ; FORWARD 50 ; RIGHT 90 ; FORWARD 50 RIGHT 90 POLYEND
You can always break a convex polygon up into simpler concave polygons.