1. Create a new document, select the default layer, and select the add point tool.
2. Create a horizon line, just the line, don't create any shape.
3. Select a vanishing point on the horizon line and create as many lines as you need.
4. Select another vanishing point for 2-point perspective if needed.
5. Select all the points, select the create shapes tool, pick a color and line width, and create your lines.
6. If using in AS, open the layer options and select 'don't render this layer.'
7. Put it as the topmost layer and start drawing.
8. To use in another app, turn off 'don't render this layer' and with only that layer visible, render the frame.
9. Save the frame as a .png and you can use it in your favorite art apps like Photoshop, Artrage, or whatever.
I saved it in my Templates older so I can easily bring up the lines in a new project. I am using 4 lines each off 2 vanishing points as default, and can move the lines as needed, just making sure the vanishing points stay in place.
I hope that was clear enough

EDIT: well, look what I found, this is better than mere words:
https://www.youtube.com/watch?v=4oFfPBlZJC8
https://www.youtube.com/watch?v=e2KjwF9kH4g