If you want a 3D line connected by two points in 3D space in AE, it's a bit tricky. What you need to do is use the Beam Effect on a 2D solid, and connect the start and end points to some 3D Nulls. The Beam start and end points use the handy 'toComp' which make them appear 3D from the comp's view.
This project uses AE CS3.
Download the AE 3D Beam Project - AE CS3
If you do not have AE CS3, simply create two Null obects (Null 1 & Null 2), place a Beam effect on a solid, and on the beam the start and end points, use these expressions:
//Start:
thisComp.layer("Null 1").toComp([0,0,0]);//End:
thisComp.layer("Null 2").toComp([0,0,0]);