When you select a line or connector, you can change its properties using the Properties Panel (just click the blue button next to the line end, see image below). You can change:

The Line Color icon allow you to select a color for your connector or line.
The Line Weight icon allow you to change how thick your lines are in pixels.
The Line Style icon lets you choose from a selection of different patterns for the selected line, from finely dotted to solid.
The Line Type icon allows you to select a type of line or connector. The first choice is a straight line. The next three are connectors: right angle, rounded corner,and Bézier Curve.

If you select any number of lines or connectors at one time, you can set properties for all of them at once.

Use the arrow icon to add a direction to your line (for most lines) as shown here: . For specific shapes, like UML, ERD, BPMN, etc., you will get a selection of line end types specific to that shape type. The direction the arrows in this menu point translates as ‘left = line start point’ and ‘right = line end point’. So if you drew your line from right to left, and select the arrow that points to the right, you’ll see your line will get an arrow pointing to the left! If you consistently draw your lines/connectors from start to end, this will make adding arrows much easier.