Select the wire tool(below the route tool) and use it like you would when routing your traces. Make sure that you've selected the dimension layer before you start. You can do curved lines at that point and miter the corners with the miter tool(below the value tool).
The other option would be to export a dxf from your mechanical design package and import it into eagle using a converter (think it has the imaginative name "DXFtoPCB").