That is not how Euclid defined it and how it is still seen in geometry today. What you describe is called a (line) segment (http://en.wikipedia.org/wiki/Line_segment)
"but does not contain any points"
Lines extend indefinitely in two directions (if you go past Euclidean geometry, that 'indefinitely' changes meaning a bit)
One talks of a point being _on_ a line in geometry. 'contains' is something from set theory: "the set of all points on line l contains point P" is a perfectly valid expression (but "P is on l" is way shorter)