Hi Roberto,
to add a point to the ceiling you have to hold SHIFT while clicking.
For what you ask:
1) place a point on the wall by simple clicking on the wall;
2) place the next point on the ceiling by holding SHIFT and click.

Please not that you cannot jump directly from the floor to the ceiling (in such case the line will go straight through the air), so first move from the floor to the wall, add a point to the wall, then move to the ceiling and add a point holding SHIFT.

Currently there isn't a video tutorial that cover this operation.

Another option is to use the automatic wiring feature. Just select 2 furniture and go to Tools > Link selected furniture (or press the button on the toolbar).
One of the furniture could be a switch on a wall and the other a lamp on the ceiling.
For this feature I have a video tutorial:
Automatic wiring v2