Yep, you will need to hook into the Paint event and add logic to to draw the lines onto the Graphics object that is passed into it through the PaintEventArgs. Here's an example, but you will need to change it to draw the lines that you need:
private void Form1_Paint ( object sender, PaintEventArgs e )
{
Graphics g = e.Graphics;
Point point_from = new Point ( x1, y1 );
Point point_to = new Point ( x2, y2 );
g.DrawLine ( Pens.Black, point_from, point_to );
}