Add a mousemove event and a variable where you save the last point:
something like this (not complete, just to get the idea):
Graphics grphx;
Pen MyPen;
Point OldPoint;
private void OnMouseMove(object sender, MouseEventArgs e)
{
grphx.DrawLine(MyPen, OldPoint.X, OldPoint,Y, e.X, e.Y);
OldPoint = new Point(e.X, e.Y);
}