There are a variety of ways to draw lines in Tableau, for example you can have borders, reference lines, annotations, and/or use the data to draw extra line marks.
The most common is probably reference lines, here's the Knowledge Base article: http://kb.tableausoftware.com/articles/knowledgebase/Reference-Lines
If this doesn't meet your needs, posting a mockup and/or a packaged workbook with some sample data would be a next step.
PS: Welcome to the forums!
What Jonathan said. Also it helps if you do NOT think of Tableau as a 'canvas' you put stuff on and move around like you might with a program like Powerpoint or Autocad or any other canvas-based program. Tableau displays charts based on the shape and content of your data and the type of viz you select. While there are many ways to 'draw' in Tableau, you primarily do this by manipulating the data you put in your view, or changing the shape of the underlying data. Change the data content in your view and the view changes. If you want a line you can't just 'draw' a line, you have to give Tableau some data, then tell Tableau to use that data to draw a line. Make sense?
If you change your mindset/thinking now, you will have a much happier Tableau experience moving forward.
EDIT: The one exception to this is when you are working in a Dashboard, which to my way of thinking are a 'quasi-canvas' environments.