You could use UID (Unique ID) or IID (Instance ID) to specify which point is next. So, as you create points along your path, the first one would be Point(0), the second would be Point(1) etc.. You could have Point(0) spawn a line and point your line sprite to Point(1).X / Point(1).Y
There are some good tutorials about the use of UID and IID. Also, the manual explains them pretty good too. They are very helpful.