Mark two dots on the paper, slightly spaced apart. Name them A and B.
Connect the dots with a straight line. Make sure that the line does not extend beyond the dots.
Explain that you have just drawn the line segment AB.
Mark another two dots spaced slightly apart. Call them C and D. Connect the dots extending the line beyond them in both directions. Call the line CD", and show how it is written with a double-headed arrow placed above the name.
Teach the difference between a line segment and a line. A line segment has a defined beginning and an end. A line goes on forever in both directions. Explain that this is why the line is written with a double-headed arrow, to symbolize that it continues without end.