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The options for varying the display of lines are:
Label Shelf and/or selecting a mark and labeling it
Color Shelf - set colors for different lines, can also control transparency and turn on/off markers
Size Shelf - can adjust the size within a line, or if you are using Measure Names/Measure Values, the sizes of different lines
However, you can't set the line type to be dashed, dotted, etc. or control the marker shape as you can in Excel.
Thank you all!
I wish the Tableau team can take this into account in future development.