First we create the "preceding" plot:

pl1 = Plot[x^2, {x, 0, 1}]

Now, to add a line we can simply plot a line. And the epilog can be added to this second plot. For an example, I choose a horizontal line and for the epilog a circle:

pl2 = Plot[1, {x, 0, 1}, Epilog -> Circle[], AspectRatio -> Automatic,

PlotRange -> {0, 1}]

To show everything together we may use "Show". However, as options that appear first override options that appear later, we must specify plot2 first:

Show[pl2, pl1]

First we create the "preceding" plot:

pl1 = Plot[x^2, {x, 0, 1}]

Now, to add a line we can simply plot a line. And the epilog can be added to this second plot. For an example, I choose a horizontal line and for the epilog a circle:

pl2 = Plot[1, {x, 0, 1}, Epilog -> Circle[], AspectRatio -> Automatic,

PlotRange -> {0, 1}]

To show everything together we may use "Show". However, as options that appear first override options that appear later, we must specify plot2 first:

Show[pl2, pl1]

Addendum

Concerning options, if there are different values for some options, the first one is taken. In addition, options can be overwritten in Show.

To give an example for different option values (here PlotRange) in Show:

Show[Plot[Sin[x], {x, 0, 1}], Plot[Cos[x], {x, 0, 2}]]
Show[Plot[Cos[x], {x, 0, 2}], Plot[Sin[x], {x, 0, 1}]]
Show[Plot[Cos[x], {x, 0, 2}], Plot[Sin[x], {x, 0, 1}], 
 PlotRange -> {{0, 3}, {-1, 1}}]