You can add lines to a Window in the same way as you would text, by selecting Line Annotations from the Drawing pull-down menu.
Lines can be placed anywhere in the Worksheet: within a Window, within the Window margins, or in the Worksheet margins (i.e. any 'white space' left outside of Windows). Note that you can resize Windows to provide lots of space in the Worksheet to annotate with Headers, Footers, etc.
Select Line Annotations, Settings from the Drawing pull-down menu. You can choose the line color, target or position, and line style (solid, dashed, or dotted).
Once you set the attributes for your line annotations, they will remain the defaults when you access Line Annotations, Add from the Drawing pull-down menu until you either set new attributes through the Line Annotations, Settings option, or restart DADiSP.