You can draw a line decleratively in the Xaml or dynamically in the codebehind. Here it is how it's done in the both ways:
Xaml
<Line x:Name="MyLine" X1="0" Y1="0" X2="100" Y2="100" Stroke="Yellow" StrokeThickness="2" />
C#
Line myLine = new Line();
myLine.X1 = 0;
myLine.Y1 = 0;
myLine.X2 = 100;
myLine.Y2 = 100;
myLine.Stroke = new SolidColorBrush( Colors.Yellow );
myLine.StrokeThickness = 2;
X1 and Y1 represent the start point of the line and X2 and Y2 - the end point. With the Stroke and StrokeThickness properties we define the color and the thickness of the line.
That's it!