The .Net framework doesn't have a line control in the toolbox as you have already discovered. By far the easiest way to draw a line on a form at design time is to use a Label control.
Drop a Label control onto your form and align it to the left side of your form where you want it. Then drag the right side of the Label control to the right edge of your form where you want it to end. Finally, clear the Text property of the label, set the Height property (part of the Size property) to 1 and optionally set the BackColor property to ControlDark.
I hope this helps.