You need to use a few CoreGraphics functions:
// get the current context
CGContextRef context = UIGraphicsGetCurrentContext();
// set the stroke color and width
CGContextSetRGBStrokeColor(context, 0.0, 0.0, 0.0, 1.0);
CGContextSetLineWidth(context, 2.0);
// move to your first point
CGContextMoveToPoint(context, 10.0, 10.0);
// add a line to your second point
CGContextAddLineToPoint(context, 50.0, 10.0);
// tell the context to draw the stroked line
CGContextStrokePath(context);
This example would draw a horizontal white line with a thickness of 2. Apple has some great sample code and tutorials including the QuartzDemo tutorial: http://developer.apple.com/iPhone/library/samplecode/QuartzDemo/index.html.