When you work with NURBS models, usually you follow these overall steps:
Create one NURBS object as the "starter" object. This can be a surface object, a curve object, or a converted geometry primitive, as described in Creating NURBS Models.
Often modelers like to identify a single, master surface as the main component of the model. Converted geometry primitives are good if you want the starter surface to become the master surface. See Creating NURBS Surfaces from Geometric Primitives. Point and CV surfaces are good as starters for rectangular surfaces.
On the Modify panel, you can edit the original object, or you can create additional sub-objects.
See Using the NURBS Toolbox to Create Sub-Objects.
You might even choose to delete the original, starter object once you have built a model from newer sub-objects.
Going immediately to the Modify panel avoids the problem of creating additional top-level NURBS objects, which you can't use to build relational, dependent sub-objects. (The exception is using curves for loft and sweep surfaces. See U Loft Surface, UV Loft Surface, 1-Rail Sweep Surface, or 2-Rail Sweep Surface.)
Two general references for modeling with NURBS are Curves and Surfaces for Computer-Aided Geometric Design: A Practical Guide by Gerald Farin (Academic Press, fourth edition 1996) and Interactive Curves and Surfaces: A Multimedia Tutorial on Computer Aided Graphic Design by Alyn Rockwood and Peter Chambers (Morgan Kaufman Publishers, 1996).