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

AAlso,you can draw it by code.

Code example:

procedure TMainFrm.Button1Click(Sender: TObject); 
begin 
  if MyCAD1.GetShapeByName('PolyLineShape') = nil then 
    MyCAD1.AddShapeByCode(MyCAD1,spPolyLine, 'PolyLineShape', [MyPoint(90, 11), MyPoint(80,70), MyPoint(110, 120), MyPoint(10, 120)]);
end;