Yes, you can create line or polygon shapes as part of a map layer.
To create a set of lines, do the following:
1. Open up a map project - could be an existing one, or a new one.
2. Add a new layer by clicking on the "New" button underneath the layers list. Choose type "polyline".
3. Make sure the new layer is selected, then click the "Add New" button in the components section underneath the layers list.
4. Draw your lines, and click "Save" after each one. You can style your line width and colour as you wish.
Example: