You need a little bit of API. Use the DrawPoint function as shown below.
Code:
Private Declare Function GetDC Lib "user32" (ByVal hwnd As Long) As Long
Private Declare Function MoveToEx Lib "gdi32" (ByVal hdc As Long, ByVal x As Long, ByVal y As Long, lpPoint As POINTAPI) As Long
Private Declare Function LineTo Lib "gdi32" (ByVal hdc As Long, ByVal x As Long, ByVal y As Long) As Long
Private Type POINTAPI
    x As Long
    y As Long
End Type

Private Sub DrawPoint(fromX, fromY, toX, toY)
    Dim hDC_Grid As Long
    Dim PT As POINTAPI
    
    hDC_Grid = GetDC(MSFlexGrid1.hwnd)
    MoveToEx hDC_Grid, fromX, fromY, PT
    LineTo hDC_Grid, toX, toY
End Sub

Private Sub Command1_Click()
    'Draw a line from (5,5) to (100,100)
    DrawPoint 5, 5, 100, 100
End Sub