You use the Line tool (I know, that seems too obvious). It’s found just above the Hand tool in the Toolbox, nested with the Rectangle tool (it’s the diagonal line), or press Shift-U until you have it. Just click-and-drag and it draws a line. Up in the Options Bar, you can choose the thickness of your line in the Weight field—the higher the number, the thicker the line. If you look on the left side of the Options Bar, you’ll see Shape selected in the tool mode pop-up menu. Click-and-hold on that pop-up menu and choose Pixels to get a more “photographer friendly” line, made up of pixels like our images (otherwise, it creates a path, like you drew it with the Pen tool, or a special Shape layer, both of which are more for graphic designers). There is one extra thing you’ll want to know: You can add arrowheads to the start or end of any line (hey, ya never know), by clicking on the little gear icon toward the right end of the Options Bar. Here, you can turn on arrowheads and choose their thickness.
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