Paint Shop is a raster based program. If you want to make a cutting line, you’ll want to use a vector based drawing program to create it. All of the cutting lines for the laser are created along vector paths.
If this is your first exposure to the difference between rasters and vectors, it might help for you to read through this brief overview discussion first 
After that, you can choose a vector based drawing program (most people choose Inkscape because it’s free, although you can also use Illustrator if you have it, or CorelDraw or Affinity Designer). Those programs draw with vectors and we can cut along the vector paths.
The instructions for how to create the paths are different in each of those programs, but we have “experts” for all of them who can get you started. You’ll want to just choose the one you want to learn and ask questions for that program. (And be sure to tell folks which one you’re using, every time you ask.)