Till now I have only used GoLink to draw lines of different styles
Line = 0,
Bezier = 2,
Well, anything you can do with a .NET Pen, you can use with a GoLink. Dashes, Compound Pens, etc. (Bob Powell has a good page on Pens here.)
But I don’t see any way to do your zig zag pattern without overriding CalculateStroke and computing the points along the line.