PlotJoined is an option for ListPlot that specifies whether the points plotted should be joined by a line.
The style of the line can be specified using the option PlotStyle.
See the Mathematica book: Section 1.9.9.
See also: Line.
This creates sinusoidal data with some noise added.
This plots the noisy data, once as points alone and once connecting the points with a line.
Evaluate the cell to see the graphic.