For the moment i believe you can't draw 3D free lines in 3D space, even you draw in 3D window, you will be on the ground!
Or used the C PLAN! but a free curve will be on the first cplan started!
Or you will be in the plan of the first window started!
There is no snap with 3D volume and free curves!!

Of course it's not the same with the other curves by Controls or by points ;)