lines() or points() will add to the existing graph, but will not create a new window. So you’d need to do
plot(x,y1,type=”l”,col=”red”)
lines(x,y2,col=”green”)
You can also use par and plot on the same graph but different axis. Something as follows:
plot( x, y1, type=”l”, col=”red” )
par(new=TRUE)
plot( x, y2, type=”l”, col=”green” )
If you read in detail about par in R, you will be able to generate really interesting graphs. Another book to look at is Paul Murrel’s R Graphics.