Word VBA does not support select non-contiguous ranges like you can with the user interface. However, you can loop through the paragraphs (lines as you call them) and set a style:
Sub ScratchMacro()
'A basic Word macro coded by Greg Maxey
Dim oPar As Paragraph
For Each oPar In ActiveDocument.Range.Paragraphs
If Len(oPar.Range.Text) = 1 Then
oPar.Style = "Heading 1"
End If
Next oPar
lbl_Exit:
Exit Sub
End Sub
What is the point of an empty paragraph (line) with a style? In practice, you should avoid empty paragraphs with Word. Use space before or after the paragraphs that have text.