Hi Simon,
Yes, you can bend the leg line between two controls by adding corner points to the line. Use the tool "add point" to add a point to the line. Press and hold Ctrl while dragging the point with the mouse; this allows you to move the point away from the straight line.
Double click on the line to open the properties window for the course leg. This window allows you to configure the leg as a leg that is marked with streamers and thus is shown with a dashed line on the map.