Create panel > Shapes button > Point Curve button > In viewports, draw a point curve and click to create a point in the same
location as the first point in the curve.
Modify panel > Select NURBS object. > NURBS toolbox > Create Point Curve > In viewports, draw a point curve sub-object and
click to create a point in the same location as the first point in the curve.
This dialog lets you create a closed point curve when you click to create a point in the same location as the curve's first point.