There are several ways to do this
1) Absolute position in the page. I mean that south left corner has (0,0) for coordinates and north east corner of the page has (21,29.7) for coordinates (a4paper).
I want to draw a line from (a,b) to (c,d).
1a) with only one compilation, you can use eso-pic and tikz
\documentclass[a4paper]{scrartcl}
\usepackage{tikz,lipsum,eso-pic}
\makeatletter
\def\myline{\pgfutil@ifnextchar[{\my@line}{\my@line[]}}%
\def\my@line[#1](#2)(#3){%
\AddToShipoutPicture{%
\setlength{\unitlength}{1cm}%
\begin{picture}(0,0)%
\put(0,0){\tikz[overlay] \draw[#1] (#2) -- (#3) ;}%
\end{picture}}}%
\begin{document}
\lipsum[1]
\myline[magenta,thick](0,0)(21,29.7)
\myline[magenta,thick](0,29.7)(21,0)
\myline[blue,ultra thick](10,10)(15,20)
\myline[blue,ultra thick](10,20)(15,5)
\end{document}

1b) With two compilations, we need only tikz
\documentclass[a4paper]{scrartcl}
\usepackage{tikz,lipsum}
\makeatletter
\def\myline{\pgfutil@ifnextchar[{\my@line}{\my@line[]}}%
\def\my@line[#1](#2)(#3){%
\tikz[overlay,remember picture]%
\draw[#1] ([shift={(#2)}] current page.south west) --
([shift={(#3)}] current page.south west);
}
\begin{document}
\myline[magenta,thick](0,0)(21,29.7)
\myline[magenta,thick](0,29.7)(21,0)
\myline[blue,ultra thick](10,10)(15,20)
\myline[blue,ultra thick](10,20)(15,5)
\end{document}
2) position relative with one compilation
\documentclass[a4paper]{scrartcl}
\usepackage{tikz}
\makeatletter
\def\myline{\pgfutil@ifnextchar[{\my@line}{\my@line[]}}%
\def\my@line[#1](#2)(#3){%
\tikz[overlay] \draw[#1] (#2)--(#3);
}%
\begin{document}
In visions\myline[red](0,0)(3,-4) of the dark night\\
I have dreamed of joy departed-\\
But a waking dream of life and light\\
Hath left me broken-hearted.\\
\bigskip
Ah! what is not a dream by day\\
To him whose eyes are cast \\
On things around him with a ray \\
Turned back upon the past? \\
\end{document}
3) between two points defined in the page (two compilations)
\documentclass[a4paper]{scrartcl}
\usepackage{tikz}
\makeatletter
\def\myline{\pgfutil@ifnextchar[{\my@line}{\my@line[]}}%
\def\my@line[#1](#2)(#3){%
\tikz[remember picture,overlay] \draw[#1] (#2)--(#3);
}%
\newcommand\mypoint[1] {%
\tikz[remember picture] \path coordinate (#1);}%
\begin{document}
\parindent=0pt
\mypoint{a}In visions of the dark night\\
I have dreamed of joy departed-\\
But a waking dream of life and light\\
Hath left me broken-hearted.\\
\bigskip
Ah! what is not a dream by day\\
To him whose eyes are cast \\
On things around him with a ray \\
Turned back upon the past? \mypoint{b} \\
\myline[red](a)(b)
\end{document}

pict2e
it hasn't such restrictions for the basic line macros of LateX