In the end, it's a type of cut so create your sketch and then an extrude-cut. Depending on what you're trying to do, I'd probably use a single construction line, then offset it to both sides and cap the ends.
I would select all of the lines for engraving, then offset entities in both directions, cap the ends with arcs, and make base construction. The offset should be half the thickness that you want the lines. Now you have closed contours that you can cut extrude, adding draft at 30 degrees or whatever to have it taper in to a point.
If you are engraving on a flat surface, then both Jeff and Jamil are correct. But if you are engraving a curved part, you may want to create a sketch of the proposed engraving and wrap it to the curved surface plane. This way the cut depth will be equal depth. My company uses laser engravers on curved surfaces and the wrap function works great.
Thank you very much everyone, that's very helpful.
Steve- part of it is curved. It is a cylinder and I want to engrave the top which is flat and the side which is curved. I will have a play and let you know how it goes
Thank you , you were all right - I have now managed to successfully engrave both flat and curved surfaces :-)
Jamil- thank you for the screen shots they were very helpful.