Could you use magnetic fields to direct a bolt of lightning? Would it be possible to direct the flow of electrons in a lightning bolt in a certain direction, using magnetic fields?
Furthermore, would it be possible to direct the lightning in a long straight line, like a projectile? If so, what would be the simplest setup necessary to do this?
 A: This is a very nice idea, but a lightning bolt is much more complicated than just electricity flowing from a cloud to the ground, see Wikipedia.
Before the lightning strikes, so called leaders emerge from the cloud create an ion channel. Only once these leaders touch the ground, the electric discharge takes place and electrons flow. These electrons can only flow through the ion channels created in the first place. It is not possible to alter their trajectory with magnetic fields.
It might be possible to influence the direction of the leaders with magnets, but keep in mind, that the leaders branch, and the first leader to touch the ground "wins". Thus, it will not be possible to force the lightning into a long straight line and a "lightning projectile" will not be possible either.
A: You may wish to look at https://uanews.arizona.edu/story/laser-lightning-rods-channel-electricity-through-thin-air : "The team used a femtosecond laser to create a thin column of plasma – a special charged state of matter – in the air between two electrodes...Before this narrow plasma channel has a chance to dissipate, an almost simultaneous burst from a nanosecond laser – lasting a million times longer than a femtosecond pulse – retraces the same path, giving it an extra jolt of heat and the staying power necessary to transmit electricity." 
