It can be found in the toolbar - pen tool etc along with add anchor, curvature etc. Of course, if you use customization they maybe in a different position
Select the pen tool and then go to the top of the application and set to shape or path. If you want to create a visual design then the shape option is best, the path feature is useful for many other features such as flames, scripts, strokes etc
Add your first point to the art board. Click elsewhere to add another and you will notice a line between them (this is the line for the pen tool and not the stroke). If you have a fill color set, you will also see the fill after adding a few points. Add as many points that you want
You can leave the design as an open path, such as above where the third point has not joined to the first point. If you want to close it, continue with the adding the points and hover over the first point and click that and then the path will be closed. Depends on what you want from your design
Hover over the lines of the generated path / shape and you will see the cursor change to a '+' and you can click the line and add a new point in between the existing ones. If you hover over an existing point you will see a '-' and you can delete that point using the pen tool.
You can also use the add anchor points tool to do the same. You can add them and then as soon as you have them, you can click them and drag and move and reposition the line
Hold down the shift key as you use the pen tool to make a straight line or constrain to 45 degrees or 90 degrees etc
You can hover over an existing point an hold down the alt / option key and then the cursor will change to a triangle and you can then manipulate the point / direction points (the pen tool has a lot of additional functionality).
Another powerful path manipulation tool is the curvature tool, recently introduced via Illustrator, this allows for a much great curve control and ability
A useful tool creating all kinds of unusual paths instead of just straight lines and curves
An interesting variant tool