How to draw a line in visual studio C# 2008 on windows form application .

You don't need an additional .dll. The ability to draw a line comes with .NET framework for free. Here is how it's done:

Draw your special line onto one of your controls.

Version 1
Attach a method to the underlying control's Paint event.

BaseControl.Paint += new PaintEventHandler(BaseControl_Paint);

The method now is called a paint event handler. It will have an argument of type PaintEventArgs, often called "e".
In your paint event handler, call

private void BaseControl_Paint(object sender, PaintEventArgs e)
{
    e.Graphics.DrawLine(Pens.Orange, firstPoint, secondPoint);
}

An orange line will be drawn from the first point to the second. Points are in co-ordinates of the underlying control with (0,0) in the control's upper left corner.

Version 2
Subclass the underlying control and override OnPaint:

protected override void OnPaint(PaintEventArgs e)
{
    base.OnPaint(e);

    e.Graphics.DrawLine(Pens.Orange, firstPoint, secondPoint);
}

It's important that you call your DrawLine() after base.OnPaint() in order to draw on top of the underlying control. Otherwise your line would get painted over and never been seen.