This is as close as I have gotten. I have to select the two points after I run it. I cannot figure out a way to work with preselected points.
Public Sub JoinPoints()
'set a reference to the active sketch.
Dim oSketch As PlanarSketch
Set oSketch = ThisApplication.ActiveEditObject
Dim oSketchPoints As SketchPoints
Set oSketchPoints = oSketch.SketchPoints
Dim skPoint As SketchPoint
Set skPoint = ThisApplication.CommandManager.Pick(SelectionFilterEnum.kSketchPointFilter, "Select point")
Dim skPoint2 As SketchPoint
Set skPoint2 = ThisApplication.CommandManager.Pick(SelectionFilterEnum.kSketchPointFilter, "Select second point")
Dim oLines As SketchLine
Set oLines = oSketch.SketchLines.AddByTwoPoints(skPoint, skPoint2)
End Sub