How do I create this file in AI?
If you want a copy, buy it. It's obviously not yours, so to use it legally you must buy it even in the case you draw the copy by yourself.
If you want lines and dots, you can draw them manually. Draw separate line segments. Dots appear, when you select your strokes have round markers at both ends.
There's a comment of Delaunay triangulation. That is a mathematically derived method to create a large number of triangles between the points in a cloud of points. It needs additional software, Ai doesn't make it alone. If you have less than 100 triangles, you probably can draw the needed lines.
In the left some lines are drawn. Everyone has the same stroke width and a round arrowhead in the beginning. Drawing is easy when you have a grid to snap or you have smart guides and snap to points ON.
In the left all is selected, Object > Expand Appearance is applied and all is Ungrouped few times. Then some strokes are selected and changed to thinner.
The design isn't too complicated, and could simply be drawn by hand in Illustrator. However if you want to automate it, I'm not sure if there is a plug in you might be able to get for Delaunay Triangulation, as mentioned by others.
Failing that, Inkscape has a Voronoi Diagram extension (installed by default). It has a Delaunay Triangulation function. See example below:
All you do is draw some dots, select them, run the Voronoi Diagram Extension, choose the type as "Delauney Triangulation", preview, apply, then delete any extra lines you don't need.