You can add arcs, ovals, boxes, round boxes and lines to banded objects in page reports, and add lines to banded objects in web reports.
To insert a drawing object into a report:
An interesting attribute of a box is that if it spans a group the box will automatically grow in size to encompass the objects in the group. For example, you draw a box starting in a group header panel through the detail panel and ending in the group footer panel. At runtime the box will grow to include all of the detail items inside the box.
See an example: The SampleComponents catalog, included with JReport Designer, contains reports that have examples of how each component type could be used in a report. For the drawing object example, open <install_root>\Demo\Reports\SampleComponents\ForDrawingObject.cls
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