Nutiteq SDK itself does not have built-in function for that, but you can use external tools and services for it.
First get shortest route between two points. Here are some suggested suitable online services with OpenStreetMap data:
With any of them would need to create HTTP request and parse response into Line for SDK
You can also use offline routing tool. GraphHopper is free routing tool under development, but quite promising already.
Then draw the Line on map. General instruction for adding lines, points and polygons to map can be found from Nutiteq SDK wiki Vector Object page
Update: there are now some routing example apps: with online and offline in Nutiteq Wiki page