Based on your quesion and code I think you're after something like this:
import arcpy, os, itertools
arcpy.env.workspace = r"C:/test/Test.gdb"
# could be trouble if arcpy.env.overwriteOutput is False and the feature class already exists
arcpy.CreateFeatureclass_management("C:/test/Test.gdb", "linea", "POLYLINE")
# I assume that you want to process all the point feature classes in your workspace
fc_list = arcpy.ListFeatureClasses(feature_type='Point')
AllPoints =  # an empty list to store the points
for fc in fc_list: # loop through each point feature class
with arcpy.da.SearchCursor(fc,'SHAPE@') as sCur:
for sRow in sCur: # looping through each row in the table/feature class
# add the shape of the point to the list, the object is a PointGeometry
# but we need a Point object so we take the firstPoint from the PointGeometry
# create a list of pairs to iterate so that there are no duplicates
ListOfNumbers = range(len(AllPoints))
UniquePairs = list(itertools.combinations(ListOfNumbers,2))
# using an insert cursor to write the features
with arcpy.da.InsertCursor("C:/test/Test.gdb/linea","SHAPE@") as ICur:
for UPair in UniquePairs:
F = UPair
T = UPair
storeLine = arcpy.Polyline(arcpy.Array([AllPoints[F],AllPoints[T]]))
ICur.insertRow([storeLine]) # insert cursor expects a list or tuple, even if it's one element
The first stage is to digest all the points in all the input point feature classes into a list using an arcpy.da.SearchCursor, the 'SHAPE@' keyword returns PointGeometry objects which aren't the same as Point objects which are what's needed in the array to create a polyline so I use the firstPoint property of the PointGeometry which is a point object.
After all the points are accounted for I use range to create an index for the list then using the answer of this SO post I generate a list of all the unique combinations that can be made with that list.
From there, I have the list of point geometries and unique combinations I then iterate the list and get the points that match the combination into an array then cast to a polyline object which is then inserted into the line feature class with an InsertCursor.