Same as @g-andresen I also think pen is not generally useful inside Fusion 360. The main reason is that in sketch mode there is no freehand tool that continuously draws at pen tip. Even if you use pen you still have to draw point by point, e.g. with spline which also needs handle adjustment... And in this regard there is almost no difference between mouse and pen (well, except for handling; if you handle pen easier than mouse then it might be useful). One way pen may help your workflow is to draw with it in a vector software (e.g. Inkspace) and save as SVG to import into Fusion. However, for best result you want to avoid having many spline points so you might end up tracing it.
Anyway I just tested it to give you better perspective I tried it and you can see this screencast in which I did the sketch ONLY with pen in my hand (including for bringing up marking menu which I used mostly instead of hitting ESC for canceling commands). Screencast shows mouse icon but it was done only by pen.
Also note I had my other hand on SpaceMouse which helped me zoom in/out and navigate. Without it you'd probably have to continuously switch between pen and mouse for navigation (unless your pen software can zoom and scroll within Fusion).
Hamid