How to connect Arduino output pin to Line-In

or should I add an RC circuit,

Yes, especially if the Arduino is outputting a PWM signal. Then you need a seriese capacitor of about 0.1uF into your line input. Connect also the ground of the Arduino to the ground signal of your amplifier.

Without the RC filter the large high frequency in a PWM signal can cause a lot of distortion and internal oscillation in your amplifier.