[c#] LINQ select one field from list of DTO objects to array

In the case you're interested in extremely minor, almost immeasurable performance increases, add a constructor to your Line class, giving you such:

public class Line
{
    public Line(string sku, int qty)
    {
        this.Sku = sku;
        this.Qty = qty;
    }

    public string Sku { get; set; }
    public int Qty    { get; set; }
}

Then create a specialized collection class based on List<Line> with one new method, Add:

public class LineList : List<Line>
{
    public void Add(string sku, int qty)
    {
        this.Add(new Line(sku, qty));
    }
}

Then the code which populates your list gets a bit less verbose by using a collection initializer:

LineList myLines = new LineList
{
    { "ABCD1", 1 },
    { "ABCD2", 1 },
    { "ABCD3", 1 }
};

And, of course, as the other answers state, it's trivial to extract the SKUs into a string array with LINQ:

string[] mySKUsArray = myLines.Select(myLine => myLine.Sku).ToArray();