Gizmos.DrawLine

public static void DrawLine (Vector3 from, Vector3 to);

Description

Рисует линию с началом в точке from до точки to.

using UnityEngine;
using System.Collections;

public class ExampleClass : MonoBehaviour {
    public Transform target;
    void OnDrawGizmosSelected() {
        if (target != null) {
            Gizmos.color = Color.blue;
            Gizmos.DrawLine(transform.position, target.position);
        }
    }
}