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You can use SQL to create a virtual layer.

select row_number() over() as new_id,
        a.id as a_id,
        b.id as b_id,
        setsrid( make_line(a.geometry, b.geometry), st_srid(a.geometry)) as geometry
from myPoints as a
cross join myPoints as b
where a.id < b.id

The query joins the layer to itself where ids are different, then creates a line between the joined points.

You need a unique id column, my is named id. Replace id in a.id and b.id with the name of your id column. And replace myPoints with your layer name.  

You can use SQL to create a "Virtual Layer" via Layer/ Add layer/ add-edit virtual layer:

select row_number() over() as new_id,
        a.id as a_id,
        b.id as b_id,
        setsrid(make_line(a.geometry, b.geometry), st_srid(a.geometry)) as geometry
from myPoints as a
cross join myPoints as b
where a.id < b.id

The query joins the layer to itself where ids are different, then creates a line between the joined points.

You need a unique id column, my is named id. Replace id in a.id and b.id with the name of your id column. And replace myPoints with your layer name. 

You can use SQL to create a virtual layer.

select row_number() over() as new_id,
        a.id as a_id,
        b.id as b_id,
        setsrid( make_line(a.geometry, b.geometry), st_srid(a.geometry)) as geometry
from myPoints as a
cross join myPoints as b
where a.id < b.id

The query joins the layer to itself where ids are different, then creates a line between the joined points.

You need a unique id column, my is named id. Replace id in a.id and b.id with the name of your id column.

You can use SQL to create a virtual layer.

select row_number() over() as new_id,
        a.id as a_id,
        b.id as b_id,
        setsrid( make_line(a.geometry, b.geometry), st_srid(a.geometry)) as geometry
from myPoints as a
cross join myPoints as b
where a.id < b.id

The query joins the layer to itself where ids are different, then creates a line between the joined points.

You need a unique id column, my is named id. Replace id in a.id and b.id with the name of your id column. And replace myPoints with your layer name.

You can use SQL to create a virtual layer.

select  row_number() over() as new_id, 
        a.id as a_id, 
        b.id as b_id, 
        setsrid( make_line(a.geometry, b.geometry), 3006) as geometry
from myPoints as a
join myPoints as b
on st_distance(a.geometry, b.geometry)<10000
where a.id<b.id

The query joins the layer to itself where there are other point within 10000 distance units, where their ids are different, then creates a line between them.

You need a unique id column, my is named id. Replace id in a.id and b.id with the name of your id column. Replace 3006 with your coordinate system code, myPoints with your point layer name, and 10000 with a distance large enough to include all points (i.e larger than the max distance between the two points farthest apart)

You can use SQL to create a virtual layer.

select row_number() over() as new_id,
        a.id as a_id,
        b.id as b_id,
        setsrid( make_line(a.geometry, b.geometry), st_srid(a.geometry)) as geometry
from myPoints as a
cross join myPoints as b
where a.id < b.id

The query joins the layer to itself where ids are different, then creates a line between the joined points.

You need a unique id column, my is named id. Replace id in a.id and b.id with the name of your id column.