GDI+ does not have a DrawPixel or SetPixel method (Bitmap class has a SetPixel method), but you can simulate it with DrawEllipse or FillRectangle method, for example:
private void Form1_Paint(object sender, System.Windows.Forms.PaintEventArgs e)
{
Graphics g = e.Graphics;
Pen pen = new Pen(Color.White, 2);
SolidBrush redBrush = new SolidBrush(Color.Red);
g.DrawEllipse(pen, 100,150,1,1);
g.FillRectangle(redBrush, 140, 35, 1,1);
}