There are multiple ways to connect points in a line depending on the style and substance you're looking for.
1.) Using a Table to Connect Coordinate Points
When creating a table in Desmos, points can be connected by clicking and long-holding the icon next to the dependent column header. Choose from two different styles. This is also a great way to graph shapes in the calculator.
2.) Using Linear Regression to Connect Points
Points that display a linear pattern can be connected with an extended line by running a linear regression on the table data.
You can create a polygon by creating a table containing the vertices of the polygon.