The easiest way is to use the DrawLines mehtod. This expects an array of points rather than individual points. The first two represent the first line segment. Successive points add line segments from the last point to the new point.
The following would draw a square:
Pen pen = new Pen(Color.Black, 3);
Point [] points = {
new Point(100, 100),
new Point(200, 100),
new Point(200, 200),
new Point(100, 200),
new Point(100, 100)
};
graphics.DrawLines(pen, points);
That should be enough info to apply to your original problem.