[[[[[.......How exactly does one make their own lines in a breed? Just by breeding them for a few years and it becomes your lines?.....]]]]
That depends entirely upon what you are trying to do. To have your own line, your birds must be very consistent about breeding true and there needs to be something about them that distinguishes them from other birds.
I know you want Welsh Harlequins, so if you start with top quality Welsh Harlequins, and make yourself a list of what traits you really want in your birds, say you want them to lay at least 320 eggs every year and all have really dark bills. If you breed towards those goals and cull hard, it should take somewhere around 5-7 generations before people are saying" I bought some Duckgirl Harlies, because they always lay really well and they always have beautiful dark bills". To have a line, people should be able to expect any bird from your line to behave in a certain way.
If what you want to do is something more difficult, like to develop a purple Swedish Duck (which is actually possible, if you want to try it), it will probably take you several decades to produce a line of Swedish ducks who are good quality and are constantly born purple. It might take you over a decade just to collect enough birds with the purple sheen gene. It could take your entire lifetime to develop that line of birds.
True Story: I bought a Scottish Deerhound in Scotland, brought him to the USA, and a breeder from Australia walked up to me, in the USA, and the very first words out of her mouth were "You don't have to tell me that's an Ardkinglas."
Now that's a line. When an animal you bred goes to another continent and a fancier from half the world away can recognize that the animal is from your line just by looking at it. Not many breeders ever reach that pinnacle, but that should be what you are working towards.