Add in AutoAction -> True
to show the line segments as the sliders are moved and a PlotRange
to keep the graph from jumping around:
Manipulate[DiscretePlot[Sin[a*x + b], {x, 0, 40, 1}, PlotRange -> {{0, 41}, {-1, 1}}],
{a, 0, 10}, {b, 0, 10}, AutoAction -> True]
Just hover the cursor over the slider to control it. (It takes a bit of getting used to it.)