Set ShapeTool property as SpLine,then you can draw it by mouse.

Also,you can draw it by code.

Code example:

procedure TMainFrm.Button1Click(Sender: TObject); 
begin 
  if MyCAD1.GetShapeByName('LineShape') = nil then 
    MyCAD1.AddShapeByCode(MyCAD1,spLine, 'LineShape', [MyPoint(13.11, 4), MyPoint(40, 50)]); 
end;