For creating straight line curves go to
Insert → curve → line and you will get a window like below:

click to enlarge
Now you have to select the start Point option. You have three start options:
- Inferred: This is the default option. With this option if you click on any object, UG will decide and select the best possible point of that object for starting the line.
- Point: By clicking this option, you can select any points of the already created geometry.
- Tangent: With this start option on, you have to select an already created curve (no straight line allowed).
Next, you have to select the End point or Direction option. You will see the three same options as of Start point options. Choose any one as per your requirement.
The next thing you have to notice here is the Limits section; from here you can control the length of the line.
If you expand the Settings field, you will have another check box named Associate, by checking which you can make the line associated with the start and end point geometry.
Now, Click OK, to see the line you have just created.