How to use PDI drawing?

The link should work, so long as you have linked your UE4 account to their github engine page. Then entering FPrimitiveSceneProxy or FDebugRenderSceneProxy in the github project search box will give you heaps of examples. Here are the paths for the two I mentioned:
UnrealEngine/Engine/Source/Runtime/Engine/Private/CapsuleComponent.cpp
UnrealEngine/Engine/Source/Runtime/AIModule/Private/EnvironmentQuery/EQSRenderingComponent.cpp