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That depends a lot on what kind of curvature is involved, what kind of object you're trying to draw, etc. There's no such thing as a "three point line," but a Polyline can have 3 points, and it can have arc segments for real curvature [which is not possible with a Line] if it is on a cylindrical curved surface and defines a plane perpendicular to the cylinder's axis, or is on a sphere. But that must be drawn in the plane of the curvature, so you would need to set a User Coordinate System in which you draw it, with its Z-axis direction parallel to the center-line of a cylinder if that's the situation. Other-than-perpendicular directions of curvature on a cylinder, or cutting through a cone, would require an Ellipse to be curved accurately, which AutoCAD can do. But cutting a cone in a direction that doesn't go all the way through would require a parabola or a hyperbola, which AutoCAD can only approximate. As suggested, a Spline may be what you want under certain circumstances, because it can most closely approximate curves that AutoCAD doesn't make directly, but it may not be the best way in other circumstances.
An image or sample drawing would help narrow down what you need and what might be the best way to achieve it.
Kent Cooper, AIA