You need to create graphics object for your control or use the one that is passed into Paint event or the OnPaint ovverride.
To use the one from Paint event do this:
//in your paint event
e.Graphics.DrawLine(new Pen(Color.Blue),100,100,200,200);
//first you specify the pen used to draw then coordinates
If you want to create the graphics object you do something like this:
Graphics gr = this.CreateGraphics();
gr.DrawLine(new Pen(Color.Blue),100,100,200,200);
Using the paint arguments from the paint event is required to get the maximum performance.