Set ShapeTool property as SpPolyBezier,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('PolyBezierShape') = nil then 
    MyCAD1.AddShapeByCode(MyCAD1,spPolyBezier, 'PolybezierShape', [MyPoint(330, 211),MyPoint(380, 211), MyPoint(380, 270), MyPoint(530, 270)], 0);
end;